-83.1%
SAGT vs VT
+40.1%
-123.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -7.9% | +0.4% | -8.3% | -8.1% |
| 30D | -22.2% | +1.0% | -23.2% | -22.8% |
| 3M | -35.8% | +2.4% | -38.2% | -36.9% |
| 6M | -68.6% | +12.0% | -80.6% | -70.6% |
| YTD | -70.6% | +15.3% | -85.9% | -73.4% |
| 1Y | -67.4% | +22.6% | -90.0% | -72.3% |
| All | -83.1% | +40.1% | -123.2% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling