+65.8%
SRLN vs VT
+293.3%
-227.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | -0.8% | -5.0% | +4.1% | +0.2% |
| 3M | -0.1% | -4.9% | +4.8% | +0.9% |
| 6M | +1.4% | -1.5% | +2.9% | +1.6% |
| YTD | +1.9% | +8.5% | -6.6% | +0.1% |
| 1Y | +3.2% | +11.4% | -8.2% | +0.7% |
| 3Y | +20.8% | +70.1% | -49.3% | +7.5% |
| 5Y | +24.9% | +53.7% | -28.8% | +12.9% |
| 10Y | +54.3% | +220.0% | -165.7% | +21.0% |
| All | +65.8% | +293.3% | -227.5% | +29.1% |
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