-18.8%
SLTY vs VT
+16.8%
-35.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | -1.1% |
| 7D | -0.7% | -4.2% | +3.5% | -3.4% |
| 30D | -3.4% | -5.8% | +2.4% | -7.2% |
| 3M | -0.5% | -5.2% | +4.7% | -4.0% |
| 6M | -4.6% | +0.1% | -4.7% | -3.4% |
| YTD | -7.6% | +8.2% | -15.8% | +1.5% |
| 1Y | -8.3% | +10.1% | -18.4% | +3.4% |
| All | -18.8% | +16.8% | -35.6% | -2.0% |
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