+14.3%
SABA price history and return analytics
+53.4%
-39.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +1.8% | -2.3% | +4.2% | +2.7% |
| 30D | +2.0% | -5.0% | +7.0% | +4.0% |
| 3M | -3.5% | -4.9% | +1.4% | -1.6% |
| 6M | -3.3% | -1.5% | -1.7% | -2.8% |
| YTD | +3.0% | +8.5% | -5.5% | -0.5% |
| 1Y | +1.0% | +11.4% | -10.4% | -3.5% |
| 3Y | +29.3% | +70.1% | -40.7% | +4.6% |
| All | +14.3% | +53.4% | -39.1% | -8.5% |
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