+467.4%
SGHT vs VT
+69.4%
+398.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +7.5% |
| 7D | +2.0% | -4.2% | +6.2% | +9.0% |
| 30D | +14.0% | -5.8% | +19.8% | +25.4% |
| 3M | +75.9% | -5.2% | +81.1% | +91.4% |
| 6M | +125.4% | +0.1% | +125.3% | +119.6% |
| YTD | +23.1% | +8.2% | +14.8% | +4.8% |
| 1Y | +94.0% | +10.1% | +83.9% | +61.3% |
| All | +467.4% | +69.4% | +398.1% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling