+30.0%
SAR vs VT
+374.2%
-344.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -6.3% | +1.0% | -7.3% | -6.9% |
| 3M | -18.3% | +2.4% | -20.6% | -19.6% |
| 6M | -20.1% | +12.0% | -32.1% | -25.8% |
| YTD | -15.3% | +15.3% | -30.6% | -22.8% |
| 1Y | -17.7% | +22.6% | -40.3% | -27.8% |
| 3Y | +5.2% | +74.7% | -69.5% | -26.6% |
| 5Y | +12.1% | +66.1% | -54.1% | -20.0% |
| 10Y | +166.0% | +225.0% | -59.0% | +34.7% |
| All | +30.0% | +374.2% | -344.2% | -44.7% |
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