+171.9%
SLYG vs VT
+224.5%
-52.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.9% |
| 30D | -4.0% | +1.0% | -5.0% | -5.1% |
| 3M | +3.6% | +2.4% | +1.2% | +0.7% |
| 6M | +12.4% | +12.0% | +0.4% | -1.7% |
| YTD | +21.2% | +15.3% | +5.8% | +2.4% |
| 1Y | +21.6% | +22.6% | -1.0% | -4.3% |
| 3Y | +48.9% | +74.7% | -25.8% | -21.9% |
| 5Y | +31.3% | +66.1% | -34.8% | -26.5% |
| All | +171.9% | +224.5% | -52.6% | -27.9% |
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