+10.1%
SDGR vs VT
+116.2%
-106.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -4.2% |
| 7D | +10.5% | -0.7% | +11.2% | +11.4% |
| 30D | +21.7% | -1.7% | +23.4% | +25.1% |
| 3M | +69.0% | -2.3% | +71.3% | +75.6% |
| 6M | +147.8% | +1.5% | +146.3% | +145.6% |
| YTD | +76.3% | +12.0% | +64.2% | +53.6% |
| 1Y | +72.2% | +12.9% | +59.4% | +48.9% |
| 3Y | +15.3% | +74.9% | -59.6% | -39.0% |
| 5Y | -30.2% | +59.9% | -90.1% | -58.8% |
| All | +10.1% | +116.2% | -106.2% | -31.4% |
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