-55.3%
SLGL vs VT
+132.3%
-187.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -10.7% | -2.3% | -8.4% | -9.2% |
| 30D | -15.2% | -5.0% | -10.2% | -12.1% |
| 3M | -29.8% | -4.9% | -24.9% | -27.2% |
| 6M | -14.6% | -1.5% | -13.0% | -13.5% |
| YTD | +44.8% | +8.5% | +36.3% | +36.5% |
| 1Y | +90.6% | +11.4% | +79.3% | +76.4% |
| 3Y | +293.6% | +70.1% | +223.5% | +169.2% |
| 5Y | -32.9% | +53.7% | -86.6% | -51.0% |
| All | -55.3% | +132.3% | -187.6% | -75.5% |
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