-33.9%
SGC vs VT
+53.2%
-87.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -1.6% |
| 7D | +5.5% | -4.2% | +9.6% | +10.0% |
| 30D | +2.0% | -5.8% | +7.8% | +8.0% |
| 3M | -2.7% | -5.2% | +2.5% | +2.4% |
| 6M | +16.7% | +0.1% | +16.5% | +16.0% |
| YTD | +42.6% | +8.2% | +34.3% | +31.0% |
| 1Y | +49.3% | +10.1% | +39.2% | +34.9% |
| 3Y | +88.3% | +69.7% | +18.6% | +13.0% |
| 5Y | -33.9% | +53.4% | -87.3% | -55.7% |
| All | -33.9% | +53.2% | -87.1% | -55.7% |
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