+12.5%
SABA price history and return analytics
+59.8%
-47.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | +0.7% | -1.7% | +2.4% | +1.3% |
| 3M | -5.2% | -2.3% | -2.9% | -4.4% |
| 6M | -5.3% | +1.5% | -6.8% | -6.0% |
| YTD | +0.8% | +12.0% | -11.2% | -3.9% |
| 1Y | -3.4% | +12.9% | -16.2% | -8.2% |
| 3Y | +34.6% | +74.9% | -40.3% | +7.6% |
| 5Y | +12.5% | +59.9% | -47.4% | -11.2% |
| All | +12.5% | +59.8% | -47.2% | -11.2% |
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