+1.5%
SLN vs VT
+120.7%
-119.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -1.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | +95.3% | -1.4% | +96.7% | +97.8% |
| 3M | +77.3% | -1.4% | +78.7% | +79.3% |
| 6M | +171.6% | +5.5% | +166.1% | +162.7% |
| YTD | +225.7% | +12.8% | +212.8% | +198.9% |
| 1Y | +204.1% | +15.4% | +188.7% | +174.2% |
| 3Y | +115.2% | +76.9% | +38.3% | +44.6% |
| 5Y | -9.6% | +60.4% | -70.0% | -38.5% |
| All | +1.5% | +120.7% | -119.1% | -37.1% |
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