+735.5%
SGML vs VT
+159.6%
+575.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.1% | +0.4% | +0.6% | +0.7% |
| 30D | +17.4% | +1.0% | +16.5% | +16.6% |
| 3M | -15.9% | +2.4% | -18.3% | -16.9% |
| 6M | -4.4% | +12.0% | -16.4% | -12.1% |
| YTD | -6.1% | +15.3% | -21.4% | -15.2% |
| 1Y | +105.1% | +22.6% | +82.5% | +77.8% |
| 3Y | -61.1% | +74.7% | -135.7% | -72.5% |
| 5Y | +58.2% | +66.1% | -7.9% | +10.2% |
| All | +735.5% | +159.6% | +575.9% | +484.1% |
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