+87.8%
SGLC vs VT
+77.6%
+10.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.8% |
| 7D | -2.5% | -2.3% | -0.2% | 0.0% |
| 30D | -7.4% | -5.0% | -2.4% | -2.3% |
| 3M | -5.6% | -4.9% | -0.7% | -0.5% |
| 6M | +1.0% | -1.5% | +2.5% | +2.6% |
| YTD | +12.0% | +8.5% | +3.5% | +2.7% |
| 1Y | +17.0% | +11.4% | +5.6% | +4.4% |
| 3Y | +72.9% | +70.1% | +2.9% | -0.1% |
| All | +87.8% | +77.6% | +10.2% | +3.9% |
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