-73.9%
SLNG vs VT
+223.7%
-297.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.5% |
| 7D | -15.3% | +0.4% | -15.7% | -15.6% |
| 30D | -32.9% | -2.6% | -30.3% | -32.0% |
| 3M | -22.2% | -3.2% | -18.9% | -20.8% |
| 6M | -9.0% | +0.9% | -9.9% | -9.8% |
| YTD | -19.8% | +11.3% | -31.1% | -25.3% |
| 1Y | -22.5% | +14.0% | -36.5% | -28.9% |
| 3Y | -22.2% | +75.8% | -98.0% | -45.5% |
| 5Y | -19.6% | +57.8% | -77.4% | -39.2% |
| 10Y | -73.9% | +219.8% | -293.7% | -86.2% |
| All | -73.9% | +223.7% | -297.6% | -86.2% |
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