-71.3%
SGML price history and return analytics
+74.2%
-145.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -7.5% |
| 7D | -23.3% | -1.1% | -22.2% | -21.5% |
| 30D | -19.6% | -1.0% | -18.6% | -17.8% |
| 3M | -35.5% | +3.2% | -38.7% | -39.0% |
| 6M | -26.7% | +12.5% | -39.2% | -41.1% |
| YTD | -28.0% | +14.1% | -42.0% | -43.1% |
| 1Y | +75.0% | +18.9% | +56.0% | +28.8% |
| 3Y | -71.3% | +74.1% | -145.4% | -88.6% |
| All | -71.3% | +74.2% | -145.5% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling