+443.4%
SAM vs VT
+356.1%
+87.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.6% | -1.6% | +9.2% | +8.7% |
| 30D | +28.6% | -2.5% | +31.1% | +30.6% |
| 3M | +15.5% | -1.3% | +16.8% | +16.2% |
| 6M | +0.5% | +3.1% | -2.5% | -2.4% |
| YTD | +10.4% | +10.9% | -0.5% | +1.4% |
| 1Y | +5.1% | +12.1% | -7.0% | -4.2% |
| 3Y | -36.3% | +73.9% | -110.2% | -57.7% |
| 5Y | -57.6% | +58.0% | -115.5% | -69.7% |
| 10Y | +38.5% | +225.5% | -187.0% | -38.4% |
| All | +443.4% | +356.1% | +87.3% | +91.1% |
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