+133.8%
SLSN vs VT
+221.8%
-87.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +67.0% | -0.3% | +67.3% | +67.2% |
| 7D | +76.7% | +2.4% | +74.4% | +74.6% |
| 30D | +60.0% | -1.5% | +61.5% | +61.3% |
| 3M | +50.5% | -4.1% | +54.6% | +53.7% |
| 6M | +15.2% | +0.6% | +14.6% | +15.2% |
| YTD | -5.0% | +11.0% | -16.0% | -8.7% |
| 1Y | -7.3% | +13.3% | -20.7% | -11.7% |
| 3Y | +60.0% | +73.4% | -13.4% | +29.7% |
| 5Y | -60.8% | +57.4% | -118.3% | -67.3% |
| All | +133.8% | +221.8% | -87.9% | +72.7% |
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