+388.1%
SPXC vs VT
+345.0%
+43.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.1% | -5.7% | -4.3% |
| 7D | -17.2% | -4.2% | -13.0% | -12.2% |
| 30D | -21.2% | -5.8% | -15.4% | -14.5% |
| 3M | -35.5% | -5.2% | -30.3% | -30.6% |
| 6M | -33.3% | +0.1% | -33.5% | -32.8% |
| YTD | -30.8% | +8.2% | -39.0% | -36.7% |
| 1Y | -37.9% | +10.1% | -48.0% | -44.4% |
| 3Y | +67.9% | +69.7% | -1.8% | -12.7% |
| 5Y | +109.0% | +53.4% | +55.6% | +23.4% |
| 10Y | +666.7% | +219.2% | +447.5% | +82.6% |
| All | +388.1% | +345.0% | +43.1% | -12.0% |
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 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