-100.0%
SLS vs VT
+356.1%
-456.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -27.1% | -1.6% | -25.5% | -26.2% |
| 30D | -24.4% | -2.5% | -22.0% | -22.8% |
| 3M | -20.9% | -1.3% | -19.6% | -19.9% |
| 6M | +79.9% | +3.1% | +76.8% | +77.6% |
| YTD | +135.3% | +10.9% | +124.3% | +121.9% |
| 1Y | +395.5% | +12.1% | +383.5% | +364.2% |
| 3Y | +824.0% | +73.9% | +750.1% | +532.1% |
| 5Y | -3.5% | +58.0% | -61.5% | -27.4% |
| 10Y | -99.8% | +225.5% | -325.3% | -99.9% |
| All | -100.0% | +356.1% | -456.1% | -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 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