+13.2%
SDGR vs VT
+113.8%
-100.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.3% |
| 7D | +19.2% | -0.1% | +19.4% | +19.5% |
| 30D | +18.8% | -3.1% | +21.9% | +24.4% |
| 3M | +72.7% | -3.5% | +76.2% | +82.4% |
| 6M | +146.8% | +0.5% | +146.4% | +148.2% |
| YTD | +81.3% | +10.8% | +70.5% | +60.3% |
| 1Y | +77.2% | +11.9% | +65.3% | +55.0% |
| 3Y | +18.6% | +73.0% | -54.4% | -36.3% |
| 5Y | -36.6% | +58.6% | -95.3% | -62.1% |
| All | +13.2% | +113.8% | -100.6% | -28.3% |
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