-48.8%
SGA vs VT
+53.4%
-102.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.2% | -2.3% | -1.9% | -3.6% |
| 30D | -5.5% | -5.0% | -0.5% | -4.3% |
| 3M | -16.3% | -4.9% | -11.4% | -15.2% |
| 6M | -26.8% | -1.5% | -25.2% | -26.5% |
| YTD | -27.1% | +8.5% | -35.6% | -28.4% |
| 1Y | -29.6% | +11.4% | -41.0% | -31.4% |
| 3Y | -46.2% | +70.1% | -116.2% | -51.9% |
| All | -48.8% | +53.4% | -102.2% | -51.1% |
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