+273.5%
SGDM vs VT
+234.8%
+38.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | +20.1% | +1.0% | +19.1% | +19.5% |
| 3M | +15.5% | +2.4% | +13.1% | +14.2% |
| 6M | -5.7% | +12.0% | -17.7% | -11.3% |
| YTD | +19.1% | +15.3% | +3.7% | +10.3% |
| 1Y | +54.1% | +22.6% | +31.5% | +38.1% |
| 3Y | +244.7% | +74.7% | +170.0% | +152.6% |
| 5Y | +214.7% | +66.1% | +148.6% | +133.7% |
| 10Y | +256.9% | +225.0% | +31.9% | +87.1% |
| All | +273.5% | +234.8% | +38.7% | +91.6% |
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