-96.4%
SABS vs VT
+53.4%
-149.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.9% |
| 7D | -9.6% | -2.3% | -7.2% | -7.5% |
| 30D | +5.2% | -5.0% | +10.2% | +10.4% |
| 3M | -21.3% | -4.9% | -16.4% | -17.5% |
| 6M | -20.3% | -1.5% | -18.7% | -18.7% |
| YTD | -19.0% | +8.5% | -27.5% | -24.0% |
| 1Y | -2.3% | +11.4% | -13.6% | -10.5% |
| 3Y | -69.6% | +70.1% | -139.7% | -80.8% |
| All | -96.4% | +53.4% | -149.8% | -98.0% |
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