+320.7%
SLGN vs VT
+374.2%
-53.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -2.0% |
| 30D | -3.0% | +1.0% | -4.0% | -3.6% |
| 3M | +14.1% | +2.4% | +11.7% | +12.2% |
| 6M | -10.6% | +12.0% | -22.6% | -16.8% |
| YTD | +3.6% | +15.3% | -11.7% | -5.4% |
| 1Y | -6.3% | +22.6% | -28.8% | -17.7% |
| 3Y | -3.5% | +74.7% | -78.1% | -32.0% |
| 5Y | +4.2% | +66.1% | -62.0% | -25.2% |
| 10Y | +95.6% | +225.0% | -129.4% | -8.9% |
| All | +320.7% | +374.2% | -53.5% | +63.3% |
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 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