+63.2%
SGRT vs VT
+23.8%
+39.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | +3.7% | +0.4% | +3.3% | +2.8% |
| 30D | -0.3% | +1.0% | -1.3% | -2.3% |
| 3M | -12.5% | +2.4% | -14.9% | -16.0% |
| 6M | +15.2% | +12.0% | +3.2% | -5.6% |
| YTD | +30.3% | +15.3% | +15.0% | 0.0% |
| 1Y | +56.8% | +22.6% | +34.2% | +11.2% |
| All | +63.2% | +23.8% | +39.4% | +14.4% |
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