-98.1%
SLNH vs VT
+363.9%
-462.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -3.1% |
| 7D | -22.2% | -0.3% | -21.9% | -22.0% |
| 30D | -45.6% | -1.4% | -44.2% | -44.9% |
| 3M | -53.7% | -1.4% | -52.3% | -52.9% |
| 6M | -58.2% | +5.5% | -63.7% | -59.2% |
| YTD | -52.1% | +12.8% | -65.0% | -54.5% |
| 1Y | -81.5% | +15.4% | -96.9% | -82.6% |
| 3Y | -76.0% | +76.9% | -152.8% | -81.8% |
| 5Y | -99.8% | +60.4% | -160.2% | -99.9% |
| 10Y | -97.9% | +232.8% | -330.7% | -98.6% |
| All | -98.1% | +363.9% | -462.0% | -98.4% |
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