-23.7%
SLI vs VT
+146.2%
-169.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | -6.2% | +2.4% | -8.5% | -9.3% |
| 30D | -2.1% | -1.5% | -0.6% | +0.3% |
| 3M | -41.2% | -4.1% | -37.1% | -37.0% |
| 6M | -66.3% | +0.6% | -66.9% | -66.2% |
| YTD | -69.4% | +11.0% | -80.4% | -73.2% |
| 1Y | -56.9% | +13.3% | -70.3% | -63.4% |
| 3Y | -49.3% | +73.4% | -122.7% | -76.7% |
| 5Y | -86.8% | +57.4% | -144.2% | -92.6% |
| All | -23.7% | +146.2% | -169.8% | -70.5% |
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