-100.0%
SXTC vs VT
+171.4%
-271.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.8% |
| 7D | -12.9% | -2.3% | -10.6% | -9.9% |
| 30D | -99.0% | -5.0% | -94.0% | -98.9% |
| 3M | -99.3% | -4.9% | -94.5% | -99.3% |
| 6M | -100.0% | -1.5% | -98.4% | -100.0% |
| YTD | -100.0% | +8.5% | -108.5% | -100.0% |
| 1Y | -100.0% | +11.4% | -111.4% | -100.0% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +171.4% | -271.4% | -100.0% |
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