-23.1%
SLI vs VT
+146.9%
-170.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -4.5% |
| 7D | +0.7% | +2.9% | -2.2% | -3.4% |
| 30D | -3.5% | -2.5% | -1.0% | +0.6% |
| 3M | -42.7% | -3.3% | -39.4% | -39.5% |
| 6M | -68.2% | +1.5% | -69.7% | -68.6% |
| YTD | -69.1% | +11.4% | -80.5% | -73.1% |
| 1Y | -59.1% | +11.9% | -71.0% | -64.5% |
| 3Y | -47.3% | +73.9% | -121.2% | -75.9% |
| 5Y | -86.7% | +57.9% | -144.6% | -92.5% |
| All | -23.1% | +146.9% | -170.0% | -70.4% |
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