-1.7%
SAR vs VT
+345.0%
-346.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -3.0% |
| 7D | -5.8% | -4.2% | -1.6% | -3.2% |
| 30D | -16.9% | -5.8% | -11.1% | -13.7% |
| 3M | -29.2% | -5.2% | -23.9% | -26.8% |
| 6M | -39.7% | +0.1% | -39.8% | -39.9% |
| YTD | -36.0% | +8.2% | -44.2% | -39.3% |
| 1Y | -31.2% | +10.1% | -41.3% | -35.5% |
| 3Y | -19.8% | +69.7% | -89.4% | -43.0% |
| 5Y | -18.5% | +53.4% | -71.8% | -38.8% |
| 10Y | +99.0% | +219.2% | -120.2% | +2.9% |
| All | -1.7% | +345.0% | -346.7% | -56.5% |
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 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