-9.9%
SXC vs VT
+353.9%
-363.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | +0.4% | +1.2% | +1.0% |
| 30D | +8.8% | +1.0% | +7.8% | +7.4% |
| 3M | +10.8% | +2.4% | +8.5% | +6.6% |
| 6M | +66.3% | +12.0% | +54.3% | +40.7% |
| YTD | +49.8% | +15.3% | +34.5% | +22.0% |
| 1Y | +44.3% | +22.6% | +21.7% | +8.5% |
| 3Y | +24.9% | +74.7% | -49.8% | -43.0% |
| 5Y | +84.7% | +66.1% | +18.5% | -10.7% |
| 10Y | +115.7% | +225.0% | -109.3% | -54.5% |
| All | -9.9% | +353.9% | -363.8% | -85.8% |
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