-30.1%
SGA vs VT
+66.2%
-96.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | -2.3% | +1.0% | -3.3% | -2.6% |
| 3M | -0.1% | +2.4% | -2.5% | -0.7% |
| 6M | -18.6% | +12.0% | -30.6% | -20.8% |
| YTD | -16.1% | +15.3% | -31.5% | -19.0% |
| 1Y | -18.8% | +22.6% | -41.3% | -22.8% |
| 3Y | -40.8% | +74.7% | -115.5% | -48.0% |
| All | -30.1% | +66.2% | -96.3% | -34.4% |
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