-91.5%
SLNG vs VT
+345.0%
-436.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.0% |
| 7D | -14.4% | -4.2% | -10.3% | -13.1% |
| 30D | -30.1% | -5.8% | -24.4% | -28.5% |
| 3M | -20.0% | -5.2% | -14.7% | -18.3% |
| 6M | -9.0% | +0.1% | -9.2% | -9.2% |
| YTD | -18.0% | +8.2% | -26.3% | -21.0% |
| 1Y | -24.6% | +10.1% | -34.8% | -27.9% |
| 3Y | -19.8% | +69.7% | -89.4% | -35.4% |
| 5Y | -15.4% | +53.4% | -68.8% | -29.3% |
| 10Y | -75.5% | +219.2% | -294.7% | -84.1% |
| All | -91.5% | +345.0% | -436.5% | -95.0% |
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 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