-86.2%
SG vs VT
+63.9%
-150.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.9% | +0.4% | -2.3% | -2.6% |
| 30D | +12.1% | +1.0% | +11.2% | +10.2% |
| 3M | -7.2% | +2.4% | -9.6% | -12.6% |
| 6M | +23.7% | +12.0% | +11.7% | -2.7% |
| YTD | +1.2% | +15.3% | -14.2% | -24.6% |
| 1Y | -21.7% | +22.6% | -44.3% | -49.0% |
| 3Y | -51.8% | +74.7% | -126.4% | -83.7% |
| All | -86.2% | +63.9% | -150.0% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling