-33.7%
SGA vs VT
+12.0%
-45.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.6% |
| 7D | -5.6% | -0.1% | -5.5% | -5.5% |
| 30D | -13.3% | -3.1% | -10.2% | -12.6% |
| 3M | -22.8% | -3.5% | -19.3% | -22.1% |
| 6M | -29.6% | +0.5% | -30.1% | -29.4% |
| YTD | -31.9% | +10.8% | -42.7% | -30.1% |
| All | -33.7% | +12.0% | -45.7% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling