+95.4%
SXT vs VT
+215.5%
-120.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +1.3% | -2.3% | +3.6% | +3.7% |
| 30D | -9.7% | -5.0% | -4.7% | -5.2% |
| 3M | -7.2% | -4.9% | -2.4% | -2.7% |
| 6M | +0.7% | -1.5% | +2.3% | +2.1% |
| YTD | +28.3% | +8.5% | +19.8% | +18.7% |
| 1Y | +31.6% | +11.4% | +20.2% | +18.7% |
| 3Y | +116.6% | +70.1% | +46.6% | +30.1% |
| 5Y | +34.0% | +53.7% | -19.8% | -11.7% |
| All | +95.4% | +215.5% | -120.2% | -32.4% |
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