-53.4%
SAM vs VT
+75.0%
-128.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -7.8% | +0.4% | -8.3% | -8.0% |
| 30D | -8.7% | +1.0% | -9.6% | -9.0% |
| 3M | +4.8% | +2.4% | +2.4% | +3.6% |
| 6M | -27.3% | +12.0% | -39.3% | -31.6% |
| YTD | -13.5% | +15.3% | -28.8% | -20.1% |
| 1Y | -24.3% | +22.6% | -46.9% | -32.7% |
| All | -53.4% | +75.0% | -128.4% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling