-9.7%
SLG vs VT
+214.8%
-224.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | -0.1% | +1.3% |
| 7D | +1.2% | -4.2% | +5.4% | +7.3% |
| 30D | +6.5% | -5.8% | +12.3% | +15.4% |
| 3M | -4.8% | -5.2% | +0.5% | +2.4% |
| 6M | +20.8% | +0.1% | +20.6% | +19.8% |
| YTD | +17.2% | +8.2% | +8.9% | +4.3% |
| 1Y | +6.3% | +10.1% | -3.8% | -7.6% |
| 3Y | +75.1% | +69.7% | +5.4% | -14.4% |
| 5Y | -5.1% | +53.4% | -58.4% | -45.7% |
| All | -9.7% | +214.8% | -224.5% | -75.3% |
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