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Stock and ETF performance explorer

SGML price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+603.3%
VT return
+158.3%
Excess return
+445.1%
Maximum drawdown
-89.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-15.8%-0.5%-15.3%-15.4%
7D-14.9%+1.0%-15.9%-15.6%
30D-8.3%-0.2%-8.1%-8.0%
3M-21.3%+4.5%-25.8%-23.6%
6M-15.5%+14.1%-29.5%-23.3%
YTD-20.9%+14.8%-35.7%-28.2%
1Y+67.1%+21.2%+46.0%+46.4%
3Y-67.4%+76.6%-144.0%-77.1%
5Y+29.1%+66.6%-37.5%-9.7%
All+603.3%+158.3%+445.1%+394.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling