+521.9%
SGC vs VT
+363.9%
+158.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +7.0% |
| 7D | +12.6% | -0.3% | +12.9% | +12.9% |
| 30D | +8.3% | -1.4% | +9.7% | +9.2% |
| 3M | +2.0% | -1.4% | +3.4% | +2.8% |
| 6M | +24.8% | +5.5% | +19.3% | +20.9% |
| YTD | +50.8% | +12.8% | +38.0% | +40.5% |
| 1Y | +61.6% | +15.4% | +46.1% | +48.6% |
| 3Y | +99.2% | +76.9% | +22.3% | +45.8% |
| 5Y | -31.0% | +60.4% | -91.4% | -46.8% |
| 10Y | +19.3% | +232.8% | -213.5% | -28.0% |
| All | +521.9% | +363.9% | +158.0% | +253.7% |
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 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