-75.8%
SLNG vs VT
+215.5%
-291.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.2% |
| 7D | -17.5% | -2.3% | -15.2% | -16.5% |
| 30D | -34.1% | -5.0% | -29.1% | -32.2% |
| 3M | -24.3% | -4.9% | -19.4% | -22.3% |
| 6M | -16.9% | -1.5% | -15.4% | -16.5% |
| YTD | -21.3% | +8.5% | -29.8% | -25.7% |
| 1Y | -24.6% | +11.4% | -36.0% | -30.0% |
| 3Y | -23.0% | +70.1% | -93.1% | -45.0% |
| 5Y | -18.8% | +53.7% | -72.6% | -37.7% |
| All | -75.8% | +215.5% | -291.3% | -87.3% |
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