-85.0%
SABR price history and return analytics
+251.0%
-336.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -4.1% |
| 7D | +2.4% | -0.1% | +2.5% | +2.6% |
| 30D | +3.4% | -0.7% | +4.1% | +4.8% |
| 3M | +28.9% | +4.0% | +24.9% | +20.0% |
| 6M | +31.3% | +12.3% | +19.0% | +6.1% |
| YTD | +57.4% | +14.0% | +43.3% | +23.5% |
| 1Y | +20.9% | +20.3% | +0.6% | -14.4% |
| 3Y | -57.5% | +75.4% | -132.9% | -84.0% |
| 5Y | -80.8% | +66.0% | -146.7% | -91.3% |
| 10Y | -91.5% | +228.2% | -319.7% | -98.3% |
| All | -85.0% | +251.0% | -336.0% | -97.3% |
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 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