+26.4%
SATA vs VT
+13.4%
+13.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | 0.0% |
| 7D | +2.9% | +0.4% | +2.6% | +2.7% |
| 30D | -0.3% | -2.6% | +2.3% | +0.9% |
| 3M | +1.6% | -3.2% | +4.9% | +3.2% |
| 6M | +4.7% | +0.9% | +3.7% | +3.9% |
| YTD | +14.4% | +11.3% | +3.1% | +6.7% |
| 1Y | +28.3% | +14.0% | +14.3% | +15.7% |
| All | +26.4% | +13.4% | +13.1% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling