+50.9%
SAMG vs VT
+214.8%
-163.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +4.4% |
| 7D | +6.1% | -4.2% | +10.3% | +10.4% |
| 30D | +5.0% | -5.8% | +10.8% | +11.1% |
| 3M | +10.7% | -5.2% | +16.0% | +16.2% |
| 6M | -14.8% | +0.1% | -14.9% | -16.3% |
| YTD | -23.6% | +8.2% | -31.9% | -31.2% |
| 1Y | -15.7% | +10.1% | -25.8% | -25.5% |
| 3Y | -27.0% | +69.7% | -96.6% | -60.1% |
| 5Y | -15.8% | +53.4% | -69.2% | -48.9% |
| All | +50.9% | +214.8% | -163.9% | -51.5% |
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 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