-67.1%
SGHT vs VT
+66.1%
-133.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +4.4% |
| 7D | +20.3% | +0.4% | +20.0% | +19.2% |
| 30D | +23.8% | -2.6% | +26.4% | +29.7% |
| 3M | +47.4% | -3.2% | +50.6% | +56.2% |
| 6M | +104.6% | +0.9% | +103.7% | +98.3% |
| YTD | +38.8% | +11.3% | +27.5% | +11.4% |
| 1Y | +89.2% | +14.0% | +75.2% | +46.1% |
| 3Y | +527.4% | +75.8% | +451.5% | +109.7% |
| 5Y | -54.3% | +57.8% | -112.1% | -79.6% |
| All | -67.1% | +66.1% | -133.2% | -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