-95.5%
SRG vs VT
+222.7%
-318.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.4% | +0.4% | -1.9% | -2.0% |
| 30D | -15.8% | +1.0% | -16.8% | -17.0% |
| 3M | -25.4% | +2.4% | -27.8% | -28.6% |
| 6M | -29.3% | +12.0% | -41.3% | -41.1% |
| YTD | -36.0% | +15.3% | -51.3% | -49.1% |
| 1Y | -43.3% | +22.6% | -65.9% | -58.8% |
| 3Y | -72.5% | +74.7% | -147.2% | -88.7% |
| 5Y | -86.8% | +66.1% | -152.9% | -94.0% |
| All | -95.5% | +222.7% | -318.2% | -99.0% |
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