-13.8%
SLN vs VT
+53.2%
-67.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +3.4% |
| 7D | -0.4% | -4.2% | +3.8% | +3.5% |
| 30D | +100.6% | -5.8% | +106.4% | +112.0% |
| 3M | +75.4% | -5.2% | +80.7% | +84.2% |
| 6M | +176.2% | +0.1% | +176.1% | +178.7% |
| YTD | +224.3% | +8.2% | +216.1% | +206.0% |
| 1Y | +216.0% | +10.1% | +205.9% | +193.6% |
| 3Y | +114.3% | +69.7% | +44.7% | +41.3% |
| 5Y | -13.8% | +53.4% | -67.2% | -43.0% |
| All | -13.8% | +53.2% | -67.0% | -43.0% |
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 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