-75.1%
SGHT vs VT
+72.1%
-147.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | +0.4% | -2.8% | -3.1% |
| 30D | +50.5% | +1.0% | +49.5% | +47.7% |
| 3M | +81.5% | +2.4% | +79.1% | +72.0% |
| 6M | +54.3% | +12.0% | +42.3% | +23.5% |
| YTD | +5.3% | +15.3% | -10.0% | -20.7% |
| 1Y | +123.9% | +22.6% | +101.3% | +51.4% |
| 3Y | +27.7% | +74.7% | -47.0% | -54.7% |
| 5Y | -73.9% | +66.1% | -140.1% | -89.3% |
| All | -75.1% | +72.1% | -147.2% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling