-67.7%
SGHT price history and return analytics
+65.7%
-133.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -0.9% |
| 7D | +7.4% | +2.4% | +5.1% | +3.1% |
| 30D | +31.3% | -1.5% | +32.8% | +34.7% |
| 3M | +30.2% | -4.1% | +34.3% | +40.3% |
| 6M | +121.0% | +0.6% | +120.5% | +115.6% |
| YTD | +36.6% | +11.0% | +25.5% | +10.1% |
| 1Y | +53.6% | +13.3% | +40.3% | +19.3% |
| 3Y | +500.0% | +73.4% | +426.6% | +106.3% |
| 5Y | -52.4% | +57.4% | -109.8% | -78.6% |
| All | -67.7% | +65.7% | -133.3% | -87.3% |
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