+75.0%
SGML price history and return analytics
+19.6%
+55.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -7.7% |
| 7D | -23.3% | -1.1% | -22.2% | -21.2% |
| 30D | -19.6% | -1.0% | -18.6% | -17.6% |
| 3M | -35.5% | +3.2% | -38.7% | -39.4% |
| 6M | -26.7% | +12.5% | -39.2% | -41.9% |
| YTD | -28.0% | +14.1% | -42.0% | -43.3% |
| 1Y | +75.0% | +18.9% | +56.0% | +31.4% |
| All | +75.0% | +19.6% | +55.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling