-99.9%
SXTP vs VT
+64.6%
-164.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -35.0% | +0.2% | -35.3% | -35.2% |
| 7D | -36.7% | -2.3% | -34.4% | -36.0% |
| 30D | -45.9% | -5.0% | -41.0% | -44.6% |
| 3M | -48.3% | -4.9% | -43.4% | -47.1% |
| 6M | -64.2% | -1.5% | -62.6% | -63.8% |
| YTD | -70.7% | +8.5% | -79.2% | -71.2% |
| 1Y | -88.6% | +11.4% | -99.9% | -88.7% |
| 3Y | -99.6% | +70.1% | -169.7% | -99.5% |
| All | -99.9% | +64.6% | -164.5% | -99.9% |
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