-86.0%
SG vs VT
+63.0%
-149.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.5% |
| 7D | +7.4% | +1.0% | +6.4% | +5.4% |
| 30D | +28.7% | -0.2% | +28.9% | +29.5% |
| 3M | -7.5% | +4.5% | -12.0% | -16.1% |
| 6M | +23.7% | +14.1% | +9.6% | -6.2% |
| YTD | +2.8% | +14.8% | -11.9% | -22.7% |
| 1Y | -15.3% | +21.2% | -36.5% | -43.5% |
| 3Y | -49.4% | +76.6% | -125.9% | -83.3% |
| All | -86.0% | +63.0% | -149.0% | -92.5% |
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