+0.5%
SLRC vs VT
+53.4%
-52.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.6% |
| 7D | +1.5% | -2.3% | +3.9% | +3.0% |
| 30D | +3.3% | -5.0% | +8.3% | +6.7% |
| 3M | -6.3% | -4.9% | -1.4% | -3.4% |
| 6M | -11.0% | -1.5% | -9.5% | -10.4% |
| YTD | -17.3% | +8.5% | -25.8% | -22.2% |
| 1Y | -13.4% | +11.4% | -24.8% | -20.0% |
| 3Y | +8.5% | +70.1% | -61.6% | -25.2% |
| All | +0.5% | +53.4% | -52.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling