+660.7%
SAH vs VT
+374.2%
+286.5%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.7% | +0.4% | +1.2% | +1.0% |
| 30D | -6.7% | +1.0% | -7.7% | -7.9% |
| 3M | -3.5% | +2.4% | -5.9% | -7.5% |
| 6M | +27.7% | +12.0% | +15.7% | +7.5% |
| YTD | +32.4% | +15.3% | +17.1% | +6.8% |
| 1Y | -0.4% | +22.6% | -23.0% | -26.5% |
| 3Y | +61.8% | +74.7% | -12.9% | -28.3% |
| 5Y | +79.8% | +66.1% | +13.7% | -14.8% |
| 10Y | +459.7% | +225.0% | +234.7% | +5.3% |
| All | +660.7% | +374.2% | +286.5% | -5.3% |
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