+319.8%
SLGN vs VT
+346.0%
-26.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | +1.4% | -2.3% | +3.7% | +2.9% |
| 30D | +17.2% | -5.0% | +22.2% | +20.9% |
| 3M | -0.6% | -4.9% | +4.3% | +2.4% |
| 6M | +2.5% | -1.5% | +4.1% | +3.2% |
| YTD | +3.4% | +8.5% | -5.1% | -2.1% |
| 1Y | +9.8% | +11.4% | -1.6% | +2.2% |
| 3Y | +3.8% | +70.1% | -66.2% | -25.8% |
| 5Y | +8.6% | +53.7% | -45.1% | -18.2% |
| 10Y | +90.7% | +220.0% | -129.3% | -10.4% |
| All | +319.8% | +346.0% | -26.3% | +69.1% |
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