-70.9%
SLNG vs VT
+224.5%
-295.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +4.2% | +0.4% | +3.7% | +3.8% |
| 30D | +28.5% | +1.0% | +27.6% | +27.7% |
| 3M | +17.7% | +2.4% | +15.3% | +15.9% |
| 6M | +16.1% | +12.0% | +4.1% | +8.0% |
| YTD | +31.6% | +15.3% | +16.3% | +20.3% |
| 1Y | +59.7% | +22.6% | +37.1% | +40.6% |
| 3Y | +36.1% | +74.7% | -38.5% | -3.8% |
| 5Y | -16.8% | +66.1% | -82.9% | -38.9% |
| All | -70.9% | +224.5% | -295.3% | -84.2% |
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