+11.5%
SAM price history and return analytics
+15.2%
-3.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +6.2% |
| 7D | +15.2% | -0.3% | +15.5% | +15.0% |
| 30D | +36.2% | -1.4% | +37.6% | +35.9% |
| 3M | +24.0% | -1.4% | +25.4% | +23.7% |
| 6M | +10.2% | +5.5% | +4.7% | +9.9% |
| YTD | +17.0% | +12.8% | +4.2% | +14.2% |
| 1Y | +11.5% | +15.4% | -4.0% | +7.0% |
| All | +11.5% | +15.2% | -3.8% | +7.0% |
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 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