-93.8%
SGLY vs VT
-0.9%
-92.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -5.0% |
| 7D | -21.6% | -2.3% | -19.3% | -19.2% |
| 30D | -46.7% | -5.0% | -41.7% | -43.8% |
| 3M | -94.0% | -4.9% | -89.1% | -93.7% |
| 6M | -93.8% | -1.5% | -92.2% | -93.5% |
| All | -93.8% | -0.9% | -92.8% | -93.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling