-53.1%
SATL vs VT
+86.6%
-139.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.3% | +0.4% | -4.8% | -4.9% |
| 30D | -3.7% | +1.0% | -4.7% | -4.8% |
| 3M | -43.0% | +2.4% | -45.4% | -43.9% |
| 6M | +37.3% | +12.0% | +25.3% | +19.8% |
| YTD | +148.1% | +15.3% | +132.8% | +110.7% |
| 1Y | +34.1% | +22.6% | +11.5% | +7.7% |
| 3Y | +199.4% | +74.7% | +124.7% | +82.5% |
| 5Y | -52.9% | +66.1% | -119.0% | -71.6% |
| All | -53.1% | +86.6% | -139.7% | -72.2% |
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 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