+27.4%
SGHC vs VT
+98.4%
-71.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.4% |
| 7D | -1.2% | +2.9% | -4.1% | -4.4% |
| 30D | +2.1% | -2.5% | +4.6% | +4.8% |
| 3M | -10.5% | -3.3% | -7.2% | -7.3% |
| 6M | -10.9% | +1.5% | -12.5% | -13.8% |
| YTD | -3.3% | +11.4% | -14.6% | -16.5% |
| 1Y | -8.9% | +11.9% | -20.8% | -21.9% |
| 3Y | +263.1% | +73.9% | +189.2% | +85.7% |
| 5Y | +5.2% | +57.9% | -52.6% | -44.9% |
| All | +27.4% | +98.4% | -71.0% | -36.4% |
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