-55.1%
SAM price history and return analytics
+53.4%
-108.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.1% |
| 7D | +9.6% | -2.3% | +11.9% | +11.5% |
| 30D | +31.2% | -5.0% | +36.2% | +36.0% |
| 3M | +20.5% | -4.9% | +25.4% | +24.8% |
| 6M | +6.9% | -1.5% | +8.5% | +6.9% |
| YTD | +13.1% | +8.5% | +4.6% | +3.4% |
| 1Y | +10.6% | +11.4% | -0.7% | -1.4% |
| 3Y | -35.0% | +70.1% | -105.0% | -62.7% |
| All | -55.1% | +53.4% | -108.5% | -72.7% |
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