-96.0%
SLNH vs VT
+374.2%
-470.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +8.1% | +0.4% | +7.7% | +7.8% |
| 30D | +1.7% | +1.0% | +0.7% | +1.2% |
| 3M | -20.5% | +2.4% | -22.9% | -21.3% |
| 6M | +26.3% | +12.0% | +14.3% | +19.0% |
| YTD | +2.6% | +15.3% | -12.8% | -4.4% |
| 1Y | +160.9% | +22.6% | +138.3% | +135.2% |
| 3Y | -79.1% | +74.7% | -153.8% | -84.2% |
| 5Y | -99.5% | +66.1% | -165.7% | -99.6% |
| 10Y | -93.9% | +225.0% | -318.9% | -96.0% |
| All | -96.0% | +374.2% | -470.2% | -96.7% |
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