+114.3%
SLM price history and return analytics
+221.8%
-107.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.0% |
| 7D | +1.5% | +2.4% | -0.8% | -1.2% |
| 30D | -22.4% | -1.5% | -20.9% | -21.0% |
| 3M | -37.7% | -4.1% | -33.6% | -34.5% |
| 6M | -18.4% | +0.6% | -19.0% | -19.0% |
| YTD | -35.3% | +11.0% | -46.3% | -42.9% |
| 1Y | -37.9% | +13.3% | -51.2% | -46.4% |
| 3Y | +23.1% | +73.4% | -50.3% | -34.6% |
| 5Y | +3.2% | +57.4% | -54.2% | -38.3% |
| All | +114.3% | +221.8% | -107.4% | -50.0% |
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 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