+327.4%
SGDJ vs VT
+221.1%
+106.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | 0.0% |
| 7D | -6.1% | +2.4% | -8.5% | -7.7% |
| 30D | -5.5% | -1.5% | -4.0% | -4.2% |
| 3M | -15.4% | -4.1% | -11.3% | -12.2% |
| 6M | -21.5% | +0.6% | -22.1% | -20.8% |
| YTD | -9.3% | +11.0% | -20.4% | -13.9% |
| 1Y | +10.5% | +13.3% | -2.8% | +3.6% |
| 3Y | +247.8% | +73.4% | +174.4% | +148.7% |
| 5Y | +104.4% | +57.4% | +47.0% | +52.5% |
| 10Y | +205.4% | +221.7% | -16.3% | +63.3% |
| All | +327.4% | +221.1% | +106.3% | +136.1% |
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