-54.4%
SACH vs VT
+201.1%
-255.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -4.0% |
| 7D | -3.9% | -0.7% | -3.2% | -3.5% |
| 30D | -6.7% | -1.7% | -5.0% | -5.5% |
| 3M | -1.8% | -2.3% | +0.5% | -0.2% |
| 6M | -24.7% | +1.5% | -26.2% | -25.7% |
| YTD | -18.8% | +12.0% | -30.8% | -27.2% |
| 1Y | -15.1% | +12.9% | -28.0% | -24.4% |
| 3Y | -67.3% | +74.9% | -142.3% | -80.5% |
| 5Y | -74.9% | +59.9% | -134.8% | -83.8% |
| All | -54.4% | +201.1% | -255.4% | -80.8% |
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