-4.5%
SABS price history and return analytics
+11.9%
-16.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.6% |
| 7D | -2.3% | +2.4% | -4.7% | -4.5% |
| 30D | +18.9% | -1.5% | +20.4% | +20.7% |
| 3M | -21.1% | -4.1% | -16.9% | -17.7% |
| 6M | -25.3% | +0.6% | -25.8% | -24.9% |
| YTD | -20.9% | +11.0% | -31.9% | -20.6% |
| 1Y | -4.5% | +13.3% | -17.9% | -1.3% |
| All | -4.5% | +11.9% | -16.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling