-9.8%
SGMT vs VT
+76.6%
-86.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.0% |
| 7D | +2.0% | +1.0% | +1.0% | -0.3% |
| 30D | +18.2% | -0.2% | +18.4% | +18.6% |
| 3M | +64.0% | +4.5% | +59.5% | +47.9% |
| 6M | +98.0% | +14.1% | +83.9% | +46.2% |
| YTD | +80.9% | +14.8% | +66.2% | +31.2% |
| 1Y | +52.3% | +21.2% | +31.2% | -2.6% |
| 3Y | -9.8% | +76.6% | -86.3% | -81.0% |
| All | -9.8% | +76.6% | -86.4% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling