-70.5%
SLNG vs VT
+222.7%
-293.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +1.1% | +2.9% | -1.8% | -0.5% |
| 30D | -27.6% | -2.5% | -25.1% | -26.7% |
| 3M | -31.5% | -3.3% | -28.1% | -30.2% |
| 6M | +4.4% | +1.5% | +2.9% | +3.2% |
| YTD | -17.1% | +11.4% | -28.5% | -22.8% |
| 1Y | -20.8% | +11.9% | -32.7% | -26.5% |
| 3Y | -19.4% | +73.9% | -93.3% | -43.2% |
| 5Y | -34.3% | +57.9% | -92.2% | -50.3% |
| All | -70.5% | +222.7% | -293.2% | -83.0% |
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 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