+240.5%
SGDM vs VT
+222.7%
+17.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | +20.1% | +1.0% | +19.1% | +19.4% |
| 3M | +15.5% | +2.4% | +13.1% | +14.1% |
| 6M | -5.7% | +12.0% | -17.7% | -11.6% |
| YTD | +19.1% | +15.3% | +3.7% | +9.8% |
| 1Y | +54.1% | +22.6% | +31.5% | +37.1% |
| 3Y | +244.7% | +74.7% | +170.0% | +147.5% |
| 5Y | +214.7% | +66.1% | +148.6% | +128.9% |
| All | +240.5% | +222.7% | +17.7% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling