+38.7%
SA vs VT
+60.6%
-21.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +5.7% |
| 7D | -5.1% | -0.3% | -4.8% | -4.5% |
| 30D | -6.7% | -1.4% | -5.3% | -4.5% |
| 3M | -7.1% | -1.4% | -5.7% | -4.7% |
| 6M | -10.0% | +5.5% | -15.5% | -13.5% |
| YTD | -14.4% | +12.8% | -27.2% | -22.8% |
| 1Y | +14.7% | +15.4% | -0.7% | +1.2% |
| 3Y | +116.4% | +76.9% | +39.5% | +23.9% |
| 5Y | +38.7% | +60.4% | -21.7% | -20.5% |
| All | +38.7% | +60.6% | -21.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling