-100.0%
VIVK vs SBAC
+87.1%
-187.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.2% | -9.6% | -7.8% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | -40.8% | +2.0% | -42.8% | -41.2% |
| 3M | -94.1% | -8.3% | -85.8% | -94.0% |
| 6M | -98.2% | +0.3% | -98.5% | -98.2% |
| YTD | -98.0% | -2.2% | -95.8% | -98.0% |
| 1Y | -100.0% | -4.6% | -95.3% | -100.0% |
| 3Y | -100.0% | -8.3% | -91.7% | -100.0% |
| 5Y | -100.0% | -42.8% | -57.2% | -100.0% |
| All | -100.0% | +87.1% | -187.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling