+122.0%
SDG vs VT
+223.7%
-101.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.9% |
| 7D | +2.2% | +0.4% | +1.9% | +1.9% |
| 30D | +0.9% | -2.6% | +3.4% | +2.9% |
| 3M | -3.8% | -3.2% | -0.6% | -1.3% |
| 6M | -1.9% | +0.9% | -2.9% | -2.8% |
| YTD | +5.9% | +11.3% | -5.4% | -2.8% |
| 1Y | +6.0% | +14.0% | -8.0% | -4.6% |
| 3Y | +27.2% | +75.8% | -48.6% | -19.1% |
| 5Y | +1.2% | +57.8% | -56.6% | -30.3% |
| 10Y | +122.0% | +219.8% | -97.8% | -13.3% |
| All | +122.0% | +223.7% | -101.7% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling