+325.7%
SAM vs VT
+374.2%
-48.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -7.8% | +0.4% | -8.3% | -8.1% |
| 30D | -8.7% | +1.0% | -9.6% | -9.3% |
| 3M | +4.8% | +2.4% | +2.4% | +2.6% |
| 6M | -27.3% | +12.0% | -39.3% | -33.4% |
| YTD | -13.5% | +15.3% | -28.8% | -22.5% |
| 1Y | -24.3% | +22.6% | -46.9% | -35.0% |
| 3Y | -54.1% | +74.7% | -128.7% | -69.5% |
| 5Y | -70.0% | +66.1% | -136.1% | -79.3% |
| 10Y | -9.3% | +225.0% | -234.3% | -59.6% |
| All | +325.7% | +374.2% | -48.5% | +46.1% |
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