-75.7%
SG vs VT
+54.1%
-129.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.6% |
| 7D | +8.5% | -2.3% | +10.8% | +13.0% |
| 30D | +31.1% | -5.0% | +36.1% | +43.7% |
| 3M | +104.6% | -4.9% | +109.5% | +124.1% |
| 6M | +74.8% | -1.5% | +76.4% | +75.1% |
| YTD | +77.7% | +8.5% | +69.2% | +48.0% |
| 1Y | +92.2% | +11.4% | +80.8% | +50.8% |
| 3Y | +18.2% | +70.1% | -51.9% | -58.2% |
| All | -75.7% | +54.1% | -129.9% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling