+1.2%
SLN vs VT
+112.2%
-111.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.1% | -2.3% | +2.2% | +1.7% |
| 30D | +100.9% | -5.0% | +105.9% | +109.7% |
| 3M | +68.3% | -4.9% | +73.2% | +75.4% |
| 6M | +168.1% | -1.5% | +169.6% | +173.9% |
| YTD | +224.5% | +8.5% | +216.0% | +207.6% |
| 1Y | +205.9% | +11.4% | +194.5% | +184.1% |
| 3Y | +95.5% | +70.1% | +25.5% | +35.7% |
| 5Y | -13.8% | +53.7% | -67.5% | -39.4% |
| All | +1.2% | +112.2% | -111.0% | -35.3% |
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