-31.9%
SGMT vs VT
+70.6%
-102.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.8% |
| 7D | -1.2% | -0.1% | -1.0% | -1.0% |
| 30D | +13.5% | -0.7% | +14.2% | +14.9% |
| 3M | +66.6% | +4.0% | +62.6% | +52.2% |
| 6M | +101.9% | +12.3% | +89.6% | +55.4% |
| YTD | +83.4% | +14.0% | +69.4% | +35.9% |
| 1Y | +57.6% | +20.3% | +37.3% | +3.5% |
| 3Y | -8.5% | +75.4% | -83.9% | -78.2% |
| All | -31.9% | +70.6% | -102.6% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling