+220.5%
SLRC vs VT
+435.9%
-215.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.3% |
| 7D | +1.6% | -4.2% | +5.8% | +4.8% |
| 30D | +4.8% | -5.8% | +10.6% | +9.4% |
| 3M | -2.9% | -5.2% | +2.3% | +0.9% |
| 6M | -21.2% | +0.1% | -21.3% | -21.7% |
| YTD | -16.1% | +8.2% | -24.4% | -21.5% |
| 1Y | -14.3% | +10.1% | -24.4% | -20.8% |
| 3Y | +9.4% | +69.7% | -60.2% | -27.5% |
| 5Y | +4.2% | +53.4% | -49.2% | -26.2% |
| 10Y | +56.2% | +219.2% | -163.0% | -35.7% |
| All | +220.5% | +435.9% | -215.4% | -6.0% |
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