-98.5%
SLNH vs VT
+345.0%
-443.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -4.1% | -14.2% | -15.1% |
| 7D | -34.7% | -4.2% | -30.5% | -32.0% |
| 30D | -56.4% | -5.8% | -50.6% | -54.0% |
| 3M | -61.2% | -5.2% | -56.0% | -59.1% |
| 6M | -70.5% | +0.1% | -70.6% | -69.9% |
| YTD | -60.9% | +8.2% | -69.1% | -61.3% |
| 1Y | -86.7% | +10.1% | -96.8% | -86.9% |
| 3Y | -80.4% | +69.7% | -150.0% | -84.6% |
| 5Y | -99.9% | +53.4% | -153.2% | -99.9% |
| 10Y | -98.3% | +219.2% | -317.5% | -98.8% |
| All | -98.5% | +345.0% | -443.5% | -98.7% |
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