-8.3%
SAM vs VT
+224.5%
-232.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -7.8% | +0.4% | -8.3% | -8.2% |
| 30D | -8.7% | +1.0% | -9.6% | -9.4% |
| 3M | +4.8% | +2.4% | +2.4% | +2.3% |
| 6M | -27.3% | +12.0% | -39.3% | -34.5% |
| YTD | -13.5% | +15.3% | -28.8% | -24.1% |
| 1Y | -24.3% | +22.6% | -46.9% | -36.9% |
| 3Y | -54.1% | +74.7% | -128.7% | -72.2% |
| 5Y | -70.0% | +66.1% | -136.1% | -81.1% |
| All | -8.3% | +224.5% | -232.8% | -66.0% |
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