-31.8%
SGMT price history and return analytics
+70.7%
-102.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.6% |
| 7D | -0.5% | -1.1% | +0.6% | +1.8% |
| 30D | +15.9% | -1.0% | +16.9% | +18.1% |
| 3M | +69.2% | +3.2% | +66.1% | +57.7% |
| 6M | +89.5% | +12.5% | +77.1% | +45.2% |
| YTD | +83.8% | +14.1% | +69.7% | +35.9% |
| 1Y | +54.5% | +18.9% | +35.6% | +4.3% |
| 3Y | -12.5% | +74.1% | -86.6% | -79.1% |
| All | -31.8% | +70.7% | -102.5% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling