-70.9%
SGHT vs VT
+61.5%
-132.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +8.4% |
| 7D | +2.0% | -4.2% | +6.2% | +9.9% |
| 30D | +14.0% | -5.8% | +19.8% | +26.9% |
| 3M | +75.9% | -5.2% | +81.1% | +93.3% |
| 6M | +125.4% | +0.1% | +125.3% | +119.6% |
| YTD | +23.1% | +8.2% | +14.8% | +3.8% |
| 1Y | +94.0% | +10.1% | +83.9% | +59.6% |
| 3Y | +436.3% | +69.7% | +366.6% | +91.7% |
| 5Y | -61.2% | +53.4% | -114.6% | -81.8% |
| All | -70.9% | +61.5% | -132.4% | -88.0% |
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