-79.6%
SLDP vs VT
+66.1%
-145.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.3% | -1.6% |
| 7D | +0.5% | -4.2% | +4.7% | +9.5% |
| 30D | -13.2% | -5.8% | -7.4% | -2.2% |
| 3M | -4.7% | -5.2% | +0.6% | +6.7% |
| 6M | -41.9% | +0.1% | -42.0% | -40.3% |
| YTD | -52.0% | +8.2% | -60.2% | -56.7% |
| 1Y | -76.0% | +10.1% | -86.2% | -78.8% |
| 3Y | +45.7% | +69.7% | -23.9% | -34.3% |
| 5Y | -82.1% | +53.4% | -135.4% | -90.2% |
| All | -79.6% | +66.1% | -145.7% | -88.8% |
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