+117.9%
SDG vs VT
+220.2%
-102.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.4% |
| 7D | +1.0% | -4.2% | +5.2% | +4.4% |
| 30D | -0.6% | -5.8% | +5.2% | +4.2% |
| 3M | -3.5% | -5.2% | +1.7% | +0.7% |
| 6M | -1.7% | +0.1% | -1.8% | -1.8% |
| YTD | +4.5% | +8.2% | -3.7% | -1.9% |
| 1Y | +4.9% | +10.1% | -5.3% | -2.9% |
| 3Y | +22.4% | +69.7% | -47.3% | -20.0% |
| 5Y | 0.0% | +53.4% | -53.4% | -29.6% |
| 10Y | +123.4% | +219.2% | -95.8% | -13.5% |
| All | +117.9% | +220.2% | -102.3% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling