+25.9%
SGA vs VT
+374.2%
-348.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -2.3% | +1.0% | -3.3% | -2.9% |
| 3M | -0.1% | +2.4% | -2.5% | -1.6% |
| 6M | -18.6% | +12.0% | -30.6% | -24.2% |
| YTD | -16.1% | +15.3% | -31.5% | -23.2% |
| 1Y | -18.8% | +22.6% | -41.3% | -28.4% |
| 3Y | -40.8% | +74.7% | -115.5% | -58.2% |
| 5Y | -31.3% | +66.1% | -97.4% | -51.0% |
| 10Y | -56.2% | +225.0% | -281.2% | -79.1% |
| All | +25.9% | +374.2% | -348.3% | -52.0% |
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