-74.9%
SACH vs VT
+59.8%
-134.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -1.8% | -2.3% | +0.5% | -0.3% |
| 6M | -24.7% | +1.5% | -26.2% | -25.6% |
| YTD | -18.8% | +12.0% | -30.8% | -26.4% |
| 1Y | -15.1% | +12.9% | -28.0% | -23.6% |
| 3Y | -67.3% | +74.9% | -142.3% | -80.0% |
| 5Y | -74.9% | +59.9% | -134.8% | -84.1% |
| All | -74.9% | +59.8% | -134.6% | -84.1% |
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 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