+3.1%
SDGR vs VT
+114.3%
-111.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -3.9% |
| 7D | -1.0% | +2.4% | -3.3% | -3.7% |
| 30D | +17.9% | -1.5% | +19.4% | +20.9% |
| 3M | +60.0% | -4.1% | +64.1% | +70.3% |
| 6M | +131.6% | +0.6% | +131.1% | +132.5% |
| YTD | +65.2% | +11.0% | +54.1% | +45.6% |
| 1Y | +71.7% | +13.3% | +58.3% | +47.6% |
| 3Y | +6.3% | +73.4% | -67.1% | -43.1% |
| 5Y | -37.3% | +57.4% | -94.8% | -62.4% |
| All | +3.1% | +114.3% | -111.2% | -34.9% |
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 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