-96.5%
SRG vs VT
+224.4%
-320.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.9% |
| 7D | -13.1% | -0.7% | -12.4% | -12.4% |
| 30D | -2.5% | -1.7% | -0.8% | -0.3% |
| 3M | -36.3% | -2.3% | -33.9% | -34.2% |
| 6M | -42.5% | +1.5% | -44.0% | -44.3% |
| YTD | -52.9% | +12.0% | -65.0% | -61.1% |
| 1Y | -63.1% | +12.9% | -76.0% | -69.8% |
| 3Y | -83.0% | +74.9% | -158.0% | -93.2% |
| 5Y | -90.2% | +59.9% | -150.1% | -95.3% |
| 10Y | -96.5% | +224.6% | -321.1% | -99.3% |
| All | -96.5% | +224.4% | -320.9% | -99.3% |
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