-99.8%
SLS vs VT
+228.2%
-328.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.3% |
| 7D | -11.9% | -0.3% | -11.6% | -11.6% |
| 30D | -21.4% | -1.4% | -20.0% | -20.0% |
| 3M | -22.6% | -1.4% | -21.2% | -21.2% |
| 6M | +82.1% | +5.5% | +76.6% | +74.8% |
| YTD | +142.4% | +12.8% | +129.6% | +119.8% |
| 1Y | +450.6% | +15.4% | +435.2% | +388.4% |
| 3Y | +852.1% | +76.9% | +775.2% | +458.9% |
| 5Y | -4.1% | +60.4% | -64.5% | -37.7% |
| All | -99.8% | +228.2% | -328.0% | -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