+8.3%
SGA vs VT
+345.0%
-336.7%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.0% | +0.3% |
| 7D | -5.7% | -4.2% | -1.5% | -3.3% |
| 30D | -8.2% | -5.8% | -2.4% | -5.1% |
| 3M | -16.0% | -5.2% | -10.8% | -13.3% |
| 6M | -27.8% | +0.1% | -28.0% | -28.1% |
| YTD | -27.9% | +8.2% | -36.1% | -31.5% |
| 1Y | -31.5% | +10.1% | -41.7% | -35.7% |
| 3Y | -46.6% | +69.7% | -116.3% | -61.6% |
| 5Y | -48.3% | +53.4% | -101.6% | -61.3% |
| 10Y | -60.1% | +219.2% | -279.4% | -80.7% |
| All | +8.3% | +345.0% | -336.7% | -57.1% |
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 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