+333.1%
SLV vs VGT
+2,158.0%
-1,824.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +6.7% | +1.3% | +5.4% | +6.3% |
| 3M | -10.7% | -1.1% | -9.5% | -10.3% |
| 6M | -20.6% | +32.6% | -53.2% | -26.7% |
| YTD | -7.1% | +29.0% | -36.1% | -13.3% |
| 1Y | +62.0% | +39.7% | +22.3% | +47.9% |
| 3Y | +169.8% | +120.9% | +48.9% | +115.6% |
| 5Y | +161.5% | +133.6% | +27.9% | +102.3% |
| 10Y | +224.4% | +792.6% | -568.2% | +70.4% |
| All | +333.1% | +2,158.0% | -1,824.9% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling