+28.3%
SGHC vs VT
+98.3%
-70.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -1.7% |
| 7D | +6.2% | +0.4% | +5.8% | +5.5% |
| 30D | +1.9% | -2.6% | +4.5% | +4.6% |
| 3M | -11.5% | -3.2% | -8.3% | -8.5% |
| 6M | -11.4% | +0.9% | -12.3% | -13.7% |
| YTD | -2.6% | +11.3% | -13.9% | -15.9% |
| 1Y | +1.4% | +14.0% | -12.6% | -15.0% |
| 3Y | +254.3% | +75.8% | +178.4% | +78.6% |
| 5Y | +10.5% | +57.8% | -47.4% | -42.2% |
| All | +28.3% | +98.3% | -70.1% | -35.9% |
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