-65.9%
SACH vs VT
+69.7%
-135.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -0.1% | -2.3% | +2.2% | +1.4% |
| 30D | -6.9% | -5.0% | -2.0% | -3.8% |
| 3M | -0.4% | -4.9% | +4.4% | +2.8% |
| 6M | -21.9% | -1.5% | -20.4% | -21.1% |
| YTD | -15.8% | +8.5% | -24.3% | -20.7% |
| 1Y | -13.6% | +11.4% | -25.0% | -20.5% |
| 3Y | -65.9% | +70.1% | -136.0% | -79.8% |
| All | -65.9% | +69.7% | -135.7% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling