-99.9%
SLS vs VT
+214.8%
-314.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -4.1% | -9.7% | -9.6% |
| 7D | -22.4% | -4.2% | -18.3% | -18.5% |
| 30D | -30.5% | -5.8% | -24.7% | -25.5% |
| 3M | -33.6% | -5.2% | -28.3% | -29.2% |
| 6M | +61.8% | +0.1% | +61.7% | +64.7% |
| YTD | +109.0% | +8.2% | +100.8% | +98.8% |
| 1Y | +369.0% | +10.1% | +358.9% | +338.7% |
| 3Y | +720.8% | +69.7% | +651.2% | +405.5% |
| 5Y | -15.8% | +53.4% | -69.2% | -42.5% |
| All | -99.9% | +214.8% | -314.7% | -99.9% |
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