-69.0%
SGA vs VT
+224.4%
-293.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.6% |
| 7D | -9.2% | -0.7% | -8.5% | -8.8% |
| 30D | -14.7% | -1.7% | -13.0% | -13.8% |
| 3M | -25.8% | -2.3% | -23.5% | -24.6% |
| 6M | -26.8% | +1.5% | -28.4% | -27.8% |
| YTD | -33.1% | +12.0% | -45.2% | -38.8% |
| 1Y | -34.9% | +12.9% | -47.8% | -40.8% |
| 3Y | -52.2% | +74.9% | -127.2% | -69.3% |
| 5Y | -53.4% | +59.9% | -113.3% | -68.1% |
| 10Y | -69.0% | +224.6% | -293.6% | -90.9% |
| All | -69.0% | +224.4% | -293.3% | -90.9% |
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