+1.3%
SLN vs VT
+117.7%
-116.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.1% |
| 7D | -0.1% | +0.4% | -0.4% | -0.6% |
| 30D | +100.3% | -2.6% | +102.9% | +104.6% |
| 3M | +65.3% | -3.2% | +68.5% | +69.6% |
| 6M | +183.4% | +0.9% | +182.4% | +183.2% |
| YTD | +224.8% | +11.3% | +213.5% | +201.2% |
| 1Y | +200.2% | +14.0% | +186.2% | +173.2% |
| 3Y | +97.5% | +75.8% | +21.7% | +33.3% |
| 5Y | -14.1% | +57.8% | -72.0% | -41.0% |
| All | +1.3% | +117.7% | -116.4% | -36.6% |
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 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