-48.8%
SLNHP vs VT
+67.2%
-116.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -6.8% | -2.6% | -4.2% | -5.4% |
| 3M | -8.8% | -3.2% | -5.5% | -7.1% |
| 6M | +12.8% | +0.9% | +11.9% | +12.1% |
| YTD | +13.4% | +11.3% | +2.1% | +6.8% |
| 1Y | -2.5% | +14.0% | -16.5% | -9.2% |
| 3Y | +883.5% | +75.8% | +807.6% | +594.2% |
| 5Y | -50.8% | +57.8% | -108.6% | -65.9% |
| All | -48.8% | +67.2% | -116.0% | -64.6% |
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