+374.1%
SPXX vs VT
+346.0%
+28.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.2% | -2.3% | +0.1% | -0.4% |
| 30D | -3.3% | -5.0% | +1.6% | +0.5% |
| 3M | -2.6% | -4.9% | +2.3% | +1.2% |
| 6M | +5.8% | -1.5% | +7.3% | +7.0% |
| YTD | +6.5% | +8.5% | -2.0% | 0.0% |
| 1Y | +11.9% | +11.4% | +0.5% | +3.0% |
| 3Y | +59.8% | +70.1% | -10.3% | +6.7% |
| 5Y | +44.5% | +53.7% | -9.2% | +3.6% |
| 10Y | +178.1% | +220.0% | -41.9% | +16.2% |
| All | +374.1% | +346.0% | +28.1% | +42.5% |
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