+40.7%
SGRY vs VT
+255.4%
-214.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.9% |
| 7D | +15.6% | -0.1% | +15.7% | +15.8% |
| 30D | +92.4% | -3.1% | +95.5% | +102.6% |
| 3M | +67.6% | -3.5% | +71.1% | +77.7% |
| 6M | +85.1% | +0.5% | +84.6% | +81.7% |
| YTD | +73.0% | +10.8% | +62.2% | +43.4% |
| 1Y | +66.7% | +11.9% | +54.8% | +35.7% |
| 3Y | +2.1% | +73.0% | -70.9% | -62.4% |
| 5Y | -48.1% | +58.6% | -106.7% | -76.0% |
| 10Y | +81.2% | +219.2% | -138.0% | -62.4% |
| All | +40.7% | +255.4% | -214.7% | -70.4% |
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