-19.8%
SLI vs VT
+150.1%
-169.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +2.5% |
| 7D | -4.0% | -0.3% | -3.7% | -3.5% |
| 30D | -16.3% | -1.4% | -14.8% | -14.3% |
| 3M | -34.8% | -1.4% | -33.4% | -33.3% |
| 6M | -62.2% | +5.5% | -67.7% | -64.8% |
| YTD | -67.8% | +12.8% | -80.6% | -72.5% |
| 1Y | -55.6% | +15.4% | -71.0% | -63.3% |
| 3Y | -50.0% | +76.9% | -126.9% | -77.7% |
| 5Y | -87.8% | +60.4% | -148.3% | -93.4% |
| All | -19.8% | +150.1% | -169.9% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling