+46.7%
SAMG vs VT
+215.5%
-168.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.0% |
| 7D | -4.5% | -2.3% | -2.2% | -2.4% |
| 30D | +4.3% | -5.0% | +9.3% | +9.4% |
| 3M | +7.6% | -4.9% | +12.5% | +12.5% |
| 6M | -15.6% | -1.5% | -14.1% | -15.5% |
| YTD | -25.7% | +8.5% | -34.2% | -33.2% |
| 1Y | -16.3% | +11.4% | -27.7% | -26.9% |
| 3Y | -24.6% | +70.1% | -94.7% | -58.9% |
| 5Y | -18.1% | +53.7% | -71.9% | -50.5% |
| All | +46.7% | +215.5% | -168.8% | -53.0% |
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