-96.6%
SABS price history and return analytics
+83.2%
-179.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.0% |
| 7D | -8.3% | -1.1% | -7.2% | -7.5% |
| 30D | -10.3% | -1.0% | -9.3% | -9.5% |
| 3M | +0.9% | +3.2% | -2.3% | -1.4% |
| 6M | -25.5% | +12.5% | -38.0% | -32.0% |
| YTD | -8.8% | +14.1% | -22.9% | -17.7% |
| 1Y | +60.8% | +18.9% | +41.9% | +40.8% |
| 3Y | -44.2% | +74.1% | -118.3% | -63.8% |
| 5Y | -96.6% | +66.9% | -163.5% | -97.9% |
| All | -96.6% | +83.2% | -179.9% | -97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling