-24.9%
SGRY vs VT
+270.0%
-295.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | +4.2% | +0.4% | +3.7% | +3.3% |
| 30D | -6.9% | +1.0% | -7.9% | -8.5% |
| 3M | +4.2% | +2.4% | +1.9% | -0.8% |
| 6M | +1.3% | +12.0% | -10.7% | -17.5% |
| YTD | -7.7% | +15.3% | -23.0% | -28.5% |
| 1Y | -36.2% | +22.6% | -58.8% | -56.1% |
| 3Y | -61.8% | +74.7% | -136.5% | -86.1% |
| 5Y | -72.3% | +66.1% | -138.5% | -88.1% |
| 10Y | -28.8% | +225.0% | -253.8% | -86.0% |
| All | -24.9% | +270.0% | -295.0% | -85.2% |
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