-99.9%
SLS vs VT
+224.5%
-324.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.4% |
| 30D | +16.9% | +1.0% | +15.9% | +16.0% |
| 3M | +53.3% | +2.4% | +50.9% | +50.6% |
| 6M | +150.2% | +12.0% | +138.2% | +127.8% |
| YTD | +267.6% | +15.3% | +252.3% | +225.4% |
| 1Y | +678.7% | +22.6% | +656.1% | +550.5% |
| 3Y | +824.0% | +74.7% | +749.3% | +444.6% |
| 5Y | +45.9% | +66.1% | -20.2% | -8.4% |
| All | -99.9% | +224.5% | -324.4% | -100.0% |
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 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