+292.4%
SGML vs VT
+144.1%
+148.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.6% |
| 7D | -16.9% | -2.3% | -14.5% | -15.0% |
| 30D | -41.0% | -5.0% | -36.0% | -38.1% |
| 3M | -46.0% | -4.9% | -41.1% | -43.2% |
| 6M | -74.5% | -1.5% | -73.0% | -73.8% |
| YTD | -55.9% | +8.5% | -64.4% | -57.7% |
| 1Y | +14.8% | +11.4% | +3.4% | +7.9% |
| 3Y | -76.7% | +70.1% | -146.8% | -82.9% |
| 5Y | -37.6% | +53.7% | -91.3% | -53.8% |
| All | +292.4% | +144.1% | +148.3% | +191.0% |
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