-61.7%
SATL vs VT
+59.8%
-121.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -4.4% |
| 7D | +18.4% | -0.7% | +19.1% | +20.5% |
| 30D | -19.3% | -1.7% | -17.6% | -16.1% |
| 3M | -33.9% | -2.3% | -31.6% | -30.2% |
| 6M | -56.3% | +1.5% | -57.8% | -55.7% |
| YTD | +103.2% | +12.0% | +91.2% | +81.6% |
| 1Y | +134.6% | +12.9% | +121.7% | +109.2% |
| 3Y | +411.4% | +74.9% | +336.5% | +212.0% |
| 5Y | -61.7% | +59.9% | -121.7% | -76.2% |
| All | -61.7% | +59.8% | -121.5% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling