+26.9%
SGDM vs VT
+13.0%
+13.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | -0.6% |
| 7D | +16.9% | +0.4% | +16.6% | +15.2% |
| 30D | +3.9% | -2.6% | +6.5% | +9.4% |
| 3M | +4.1% | -3.2% | +7.3% | +11.6% |
| 6M | -0.1% | +0.9% | -1.0% | -0.8% |
| YTD | +11.8% | +11.3% | +0.5% | -5.1% |
| All | +26.9% | +13.0% | +13.9% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling