+322.8%
SAH vs VT
+215.5%
+107.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -2.0% |
| 7D | -2.4% | -2.3% | -0.1% | +0.6% |
| 30D | +2.0% | -5.0% | +6.9% | +8.8% |
| 3M | -26.9% | -4.9% | -22.0% | -22.1% |
| 6M | -21.1% | -1.5% | -19.5% | -20.3% |
| YTD | +1.4% | +8.5% | -7.1% | -10.5% |
| 1Y | +5.7% | +11.4% | -5.6% | -10.0% |
| 3Y | +25.8% | +70.1% | -44.3% | -40.5% |
| 5Y | +33.1% | +53.7% | -20.6% | -27.2% |
| All | +322.8% | +215.5% | +107.2% | -9.9% |
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