+77.1%
SGRY vs VT
+224.4%
-147.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -2.3% |
| 7D | +15.1% | -0.7% | +15.8% | +16.5% |
| 30D | +87.2% | -1.7% | +89.0% | +92.9% |
| 3M | +77.7% | -2.3% | +80.0% | +84.8% |
| 6M | +93.5% | +1.5% | +91.9% | +86.0% |
| YTD | +72.6% | +12.0% | +60.5% | +38.2% |
| 1Y | +69.3% | +12.9% | +56.5% | +33.6% |
| 3Y | +1.8% | +74.9% | -73.1% | -66.0% |
| 5Y | -47.1% | +59.9% | -107.0% | -77.3% |
| 10Y | +77.1% | +224.6% | -147.5% | -77.0% |
| All | +77.1% | +224.4% | -147.2% | -77.0% |
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 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