+536.4%
SXT vs VT
+363.9%
+172.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +6.1% |
| 7D | -4.4% | -0.3% | -4.1% | -3.9% |
| 30D | -2.6% | -1.4% | -1.2% | -1.2% |
| 3M | -1.1% | -1.4% | +0.3% | +0.3% |
| 6M | +10.7% | +5.5% | +5.2% | +5.5% |
| YTD | +35.4% | +12.8% | +22.6% | +21.5% |
| 1Y | +40.0% | +15.4% | +24.6% | +23.1% |
| 3Y | +125.9% | +76.9% | +49.0% | +35.3% |
| 5Y | +43.6% | +60.4% | -16.8% | -6.3% |
| 10Y | +109.1% | +232.8% | -123.7% | -27.5% |
| All | +536.4% | +363.9% | +172.5% | +59.6% |
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