+216.5%
SLV vs VGT
+809.1%
-592.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.0% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -1.8% | -0.4% | -1.3% | -1.6% |
| 3M | -0.3% | +6.6% | -6.9% | -2.2% |
| 6M | -28.2% | +31.0% | -59.2% | -33.4% |
| YTD | -10.7% | +27.2% | -38.0% | -16.4% |
| 1Y | +53.7% | +34.5% | +19.2% | +41.9% |
| 3Y | +173.7% | +123.1% | +50.5% | +121.0% |
| 5Y | +161.5% | +135.1% | +26.4% | +104.6% |
| All | +216.5% | +809.1% | -592.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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