+670.0%
SPXC vs VT
+223.7%
+446.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.1% | +2.2% |
| 7D | -6.7% | +0.4% | -7.1% | -7.0% |
| 30D | -10.9% | -2.6% | -8.3% | -7.4% |
| 3M | -30.0% | -3.2% | -26.8% | -26.5% |
| 6M | -25.6% | +0.9% | -26.5% | -25.8% |
| YTD | -24.6% | +11.3% | -35.9% | -33.7% |
| 1Y | -32.0% | +14.0% | -46.0% | -42.0% |
| 3Y | +81.0% | +75.8% | +5.2% | -11.2% |
| 5Y | +122.2% | +57.8% | +64.3% | +26.2% |
| 10Y | +670.0% | +219.8% | +450.2% | +53.3% |
| All | +670.0% | +223.7% | +446.3% | +53.3% |
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