-97.1%
SABS vs VT
+73.9%
-171.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.5% | -4.1% |
| 7D | -9.0% | -4.2% | -4.8% | -5.6% |
| 30D | +0.3% | -5.8% | +6.1% | +5.7% |
| 3M | -22.0% | -5.2% | -16.8% | -18.2% |
| 6M | -20.1% | +0.1% | -20.2% | -19.7% |
| YTD | -21.4% | +8.2% | -29.6% | -25.8% |
| 1Y | -7.5% | +10.1% | -17.7% | -13.9% |
| 3Y | -70.3% | +69.7% | -140.0% | -80.3% |
| 5Y | -96.5% | +53.4% | -149.8% | -97.7% |
| All | -97.1% | +73.9% | -171.0% | -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 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