-67.2%
SGHT vs VT
+66.2%
-133.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.8% |
| 7D | +12.6% | +2.9% | +9.7% | +7.1% |
| 30D | +31.0% | -2.5% | +33.5% | +37.0% |
| 3M | +32.7% | -3.3% | +36.1% | +40.9% |
| 6M | +122.9% | +1.5% | +121.4% | +113.4% |
| YTD | +38.6% | +11.4% | +27.2% | +11.1% |
| 1Y | +42.4% | +11.9% | +30.4% | +13.6% |
| 3Y | +526.2% | +73.9% | +452.3% | +114.2% |
| 5Y | -51.7% | +57.9% | -109.6% | -78.4% |
| All | -67.2% | +66.2% | -133.3% | -87.2% |
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