-100.0%
VIVK vs SBAC
+795.6%
-895.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.5% | -9.0% | -7.7% |
| 7D | -57.7% | +0.6% | -58.3% | -57.7% |
| 30D | -87.3% | +5.5% | -92.7% | -87.4% |
| 3M | -98.9% | +3.1% | -102.0% | -98.9% |
| 6M | -100.0% | -7.0% | -92.9% | -100.0% |
| YTD | -100.0% | +0.5% | -100.5% | -100.0% |
| 1Y | -100.0% | +0.2% | -100.2% | -100.0% |
| 3Y | -100.0% | -7.4% | -92.6% | -100.0% |
| 5Y | -100.0% | -39.7% | -60.3% | -100.0% |
| 10Y | -100.0% | +112.5% | -212.5% | -100.0% |
| All | -100.0% | +795.6% | -895.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling