+458.1%
SGDJ vs VT
+231.8%
+226.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +5.4% | +1.0% | +4.4% | +4.6% |
| 30D | +8.7% | -0.2% | +9.0% | +9.0% |
| 3M | +26.8% | +4.5% | +22.2% | +23.3% |
| 6M | -0.6% | +14.1% | -14.7% | -8.4% |
| YTD | +18.4% | +14.8% | +3.7% | +9.2% |
| 1Y | +73.8% | +21.2% | +52.6% | +55.0% |
| 3Y | +340.3% | +76.6% | +263.8% | +208.6% |
| 5Y | +211.3% | +66.6% | +144.7% | +123.1% |
| 10Y | +194.4% | +222.3% | -27.9% | +55.2% |
| All | +458.1% | +231.8% | +226.3% | +199.5% |
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