-53.8%
SLGL vs VT
+131.8%
-185.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | -1.6% |
| 7D | -8.2% | -4.2% | -4.1% | -5.4% |
| 30D | -16.7% | -5.8% | -10.9% | -13.1% |
| 3M | -28.4% | -5.2% | -23.2% | -25.5% |
| 6M | -14.6% | +0.1% | -14.7% | -14.6% |
| YTD | +49.5% | +8.2% | +41.3% | +41.2% |
| 1Y | +92.7% | +10.1% | +82.6% | +79.8% |
| 3Y | +353.3% | +69.7% | +283.6% | +210.5% |
| 5Y | -30.7% | +53.4% | -84.1% | -49.3% |
| All | -53.8% | +131.8% | -185.6% | -74.7% |
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