-64.8%
SATL vs VT
+75.5%
-140.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.4% | +0.2% | +20.2% | +20.1% |
| 7D | +4.8% | -2.3% | +7.1% | +8.9% |
| 30D | -32.8% | -5.0% | -27.9% | -26.8% |
| 3M | -31.0% | -4.9% | -26.1% | -24.4% |
| 6M | -51.3% | -1.5% | -49.7% | -48.2% |
| YTD | +86.1% | +8.5% | +77.6% | +75.5% |
| 1Y | +116.1% | +11.4% | +104.8% | +98.8% |
| 3Y | +343.9% | +70.1% | +273.8% | +193.3% |
| 5Y | -65.0% | +53.7% | -118.7% | -76.5% |
| All | -64.8% | +75.5% | -140.3% | -76.9% |
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