+3.5%
SLM vs VT
+53.4%
-49.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.6% |
| 7D | -4.8% | -2.3% | -2.5% | -1.9% |
| 30D | -25.0% | -5.0% | -20.1% | -20.1% |
| 3M | -37.9% | -4.9% | -33.0% | -33.8% |
| 6M | -24.0% | -1.5% | -22.4% | -22.6% |
| YTD | -36.3% | +8.5% | -44.8% | -42.7% |
| 1Y | -35.3% | +11.4% | -46.7% | -43.8% |
| 3Y | +21.6% | +70.1% | -48.5% | -38.7% |
| All | +3.5% | +53.4% | -49.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling