+10.6%
SGA vs VT
+363.9%
-353.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.1% |
| 7D | -6.0% | -0.3% | -5.7% | -5.8% |
| 30D | -6.2% | -1.4% | -4.8% | -5.5% |
| 3M | -12.9% | -1.4% | -11.5% | -12.1% |
| 6M | -26.4% | +5.5% | -31.9% | -28.8% |
| YTD | -26.4% | +12.8% | -39.2% | -31.7% |
| 1Y | -28.3% | +15.4% | -43.7% | -34.4% |
| 3Y | -45.5% | +76.9% | -122.4% | -61.8% |
| 5Y | -44.5% | +60.4% | -104.9% | -59.5% |
| 10Y | -59.3% | +232.8% | -292.1% | -80.8% |
| All | +10.6% | +363.9% | -353.3% | -57.3% |
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