+7.4%
SAM price history and return analytics
+10.7%
-3.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.9% |
| 7D | +13.4% | -4.2% | +17.5% | +12.7% |
| 30D | +32.0% | -5.8% | +37.8% | +31.1% |
| 3M | +21.7% | -5.2% | +27.0% | +21.0% |
| 6M | +9.1% | +0.1% | +8.9% | +8.5% |
| YTD | +15.3% | +8.2% | +7.1% | +12.2% |
| 1Y | +7.4% | +10.1% | -2.7% | +3.3% |
| All | +7.4% | +10.7% | -3.3% | +3.3% |
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