-55.2%
SAM vs VT
+53.2%
-108.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.6% |
| 7D | +13.4% | -4.2% | +17.5% | +16.9% |
| 30D | +32.0% | -5.8% | +37.8% | +37.8% |
| 3M | +21.7% | -5.2% | +27.0% | +26.4% |
| 6M | +9.1% | +0.1% | +8.9% | +7.5% |
| YTD | +15.3% | +8.2% | +7.1% | +5.6% |
| 1Y | +7.4% | +10.1% | -2.7% | -3.2% |
| 3Y | -33.5% | +69.7% | -103.1% | -61.8% |
| 5Y | -55.2% | +53.4% | -108.6% | -72.6% |
| All | -55.2% | +53.2% | -108.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling