-26.4%
SGRY vs VT
+222.7%
-249.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +2.3% |
| 7D | +1.0% | -0.1% | +1.1% | +1.2% |
| 30D | -11.5% | -0.7% | -10.8% | -10.5% |
| 3M | +1.1% | +4.0% | -2.9% | -6.5% |
| 6M | +6.2% | +12.3% | -6.1% | -15.1% |
| YTD | -8.6% | +14.0% | -22.6% | -29.0% |
| 1Y | -35.6% | +20.3% | -55.9% | -55.2% |
| 3Y | -55.9% | +75.4% | -131.3% | -85.2% |
| 5Y | -71.6% | +66.0% | -137.6% | -88.6% |
| 10Y | -26.4% | +228.2% | -254.6% | -89.6% |
| All | -26.4% | +222.7% | -249.1% | -89.6% |
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