+27.1%
SAMG vs VT
+224.5%
-197.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.8% | +0.4% | +0.3% | +0.3% |
| 30D | +0.4% | +1.0% | -0.6% | -0.6% |
| 3M | -7.3% | +2.4% | -9.6% | -10.1% |
| 6M | -32.1% | +12.0% | -44.1% | -40.4% |
| YTD | -30.7% | +15.3% | -46.1% | -41.2% |
| 1Y | -32.8% | +22.6% | -55.4% | -46.6% |
| 3Y | -37.4% | +74.7% | -112.0% | -66.5% |
| 5Y | -20.8% | +66.1% | -86.9% | -55.6% |
| All | +27.1% | +224.5% | -197.3% | -66.1% |
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 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