-97.0%
SABS vs VT
+78.9%
-175.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +4.8% | +2.9% | +1.9% | +2.3% |
| 30D | +14.9% | -2.5% | +17.4% | +17.6% |
| 3M | -18.9% | -3.3% | -15.6% | -16.5% |
| 6M | -14.9% | +1.5% | -16.4% | -15.5% |
| YTD | -17.6% | +11.4% | -29.0% | -24.1% |
| 1Y | -9.7% | +11.9% | -21.6% | -17.1% |
| 3Y | -68.2% | +73.9% | -142.1% | -79.3% |
| 5Y | -96.7% | +57.9% | -154.6% | -97.9% |
| All | -97.0% | +78.9% | -175.8% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling