-30.7%
SGMT vs VT
+69.2%
-99.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +3.7% |
| 7D | +1.3% | -2.0% | +3.3% | +5.8% |
| 30D | +16.2% | -1.4% | +17.6% | +19.5% |
| 3M | +70.2% | +4.7% | +65.4% | +53.0% |
| 6M | +100.0% | +11.4% | +88.6% | +56.8% |
| YTD | +86.8% | +13.1% | +73.8% | +40.9% |
| 1Y | +55.1% | +19.0% | +36.1% | +4.3% |
| 3Y | -6.8% | +73.9% | -80.8% | -77.4% |
| All | -30.7% | +69.2% | -99.9% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling