+227.8%
SLRC vs VT
+471.1%
-243.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -0.7% | +1.0% | -1.7% | -1.4% |
| 3M | -2.1% | +2.4% | -4.4% | -3.9% |
| 6M | -10.1% | +12.0% | -22.1% | -17.8% |
| YTD | -14.2% | +15.3% | -29.6% | -23.3% |
| 1Y | -16.4% | +22.6% | -39.0% | -28.7% |
| 3Y | +11.0% | +74.7% | -63.6% | -27.9% |
| 5Y | +11.3% | +66.1% | -54.9% | -25.8% |
| 10Y | +55.7% | +225.0% | -169.3% | -37.0% |
| All | +227.8% | +471.1% | -243.3% | -8.2% |
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