-52.9%
SACH vs VT
+190.8%
-243.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +2.6% |
| 7D | -0.7% | -4.2% | +3.4% | +2.8% |
| 30D | -7.4% | -5.8% | -1.6% | -2.7% |
| 3M | -2.7% | -5.2% | +2.6% | +1.7% |
| 6M | -21.6% | +0.1% | -21.7% | -21.7% |
| YTD | -16.2% | +8.2% | -24.5% | -22.5% |
| 1Y | -14.1% | +10.1% | -24.2% | -21.8% |
| 3Y | -66.5% | +69.7% | -136.1% | -79.4% |
| 5Y | -74.2% | +53.4% | -127.5% | -82.7% |
| All | -52.9% | +190.8% | -243.7% | -79.6% |
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