-59.9%
SACH price history and return analytics
+198.3%
-258.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -15.3% | +2.4% | -17.6% | -17.0% |
| 30D | -15.7% | -1.5% | -14.2% | -14.7% |
| 3M | -10.7% | -4.1% | -6.6% | -7.6% |
| 6M | -32.6% | +0.6% | -33.1% | -32.9% |
| YTD | -28.7% | +11.0% | -39.7% | -35.5% |
| 1Y | -26.1% | +13.3% | -39.5% | -34.4% |
| 3Y | -71.0% | +73.4% | -144.4% | -82.6% |
| 5Y | -78.0% | +57.4% | -135.4% | -85.6% |
| All | -59.9% | +198.3% | -258.3% | -83.0% |
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