+38.7%
SABR price history and return analytics
+15.4%
+23.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.8% |
| 7D | +12.4% | +1.0% | +11.4% | +10.6% |
| 30D | +9.2% | -0.2% | +9.4% | +9.6% |
| 3M | +36.6% | +4.5% | +32.0% | +28.1% |
| All | +38.7% | +15.4% | +23.3% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling