-96.5%
SABS price history and return analytics
+65.7%
-162.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -7.2% | -0.1% | -7.1% | -7.1% |
| 30D | -7.9% | -0.7% | -7.3% | -7.3% |
| 3M | +3.6% | +4.0% | -0.4% | +0.4% |
| 6M | -9.4% | +12.3% | -21.7% | -17.6% |
| YTD | -7.0% | +14.0% | -21.0% | -16.6% |
| 1Y | +63.4% | +20.3% | +43.1% | +40.4% |
| 3Y | -43.0% | +75.4% | -118.4% | -64.6% |
| 5Y | -96.5% | +66.0% | -162.5% | -97.9% |
| All | -96.5% | +65.7% | -162.2% | -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 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