+99.7%
SXT vs VT
+223.7%
-124.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | 0.0% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | -6.3% | -2.6% | -3.7% | -3.8% |
| 3M | -6.0% | -3.2% | -2.7% | -2.9% |
| 6M | +4.0% | +0.9% | +3.1% | +3.0% |
| YTD | +31.4% | +11.3% | +20.1% | +18.7% |
| 1Y | +33.1% | +14.0% | +19.1% | +17.5% |
| 3Y | +124.4% | +75.8% | +48.6% | +30.6% |
| 5Y | +35.2% | +57.8% | -22.6% | -13.0% |
| 10Y | +99.7% | +219.8% | -120.2% | -33.3% |
| All | +99.7% | +223.7% | -124.0% | -33.3% |
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