-74.2%
SACH vs VT
+53.4%
-127.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.3% |
| 7D | -0.1% | -2.3% | +2.2% | +1.6% |
| 30D | -6.9% | -5.0% | -2.0% | -3.3% |
| 3M | -0.4% | -4.9% | +4.4% | +3.3% |
| 6M | -21.9% | -1.5% | -20.4% | -21.0% |
| YTD | -15.8% | +8.5% | -24.3% | -21.7% |
| 1Y | -13.6% | +11.4% | -25.0% | -21.5% |
| 3Y | -65.9% | +70.1% | -136.0% | -78.7% |
| All | -74.2% | +53.4% | -127.6% | -83.2% |
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