+9.3%
SA vs VT
+356.1%
-346.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -11.7% | -1.6% | -10.1% | -10.5% |
| 30D | -13.0% | -2.5% | -10.5% | -11.1% |
| 3M | -11.2% | -1.3% | -9.9% | -9.9% |
| 6M | -16.4% | +3.1% | -19.5% | -16.9% |
| YTD | -20.7% | +10.9% | -31.6% | -24.5% |
| 1Y | -0.1% | +12.1% | -12.1% | -5.2% |
| 3Y | +100.4% | +73.9% | +26.5% | +42.3% |
| 5Y | +25.6% | +58.0% | -32.4% | -5.0% |
| 10Y | +103.2% | +225.5% | -122.3% | -5.2% |
| All | +9.3% | +356.1% | -346.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling