-100.0%
SXTP vs VT
+68.0%
-168.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | -48.4% | -0.1% | -48.3% | -48.4% |
| 30D | -46.0% | -3.1% | -43.0% | -45.2% |
| 3M | -53.9% | -3.5% | -50.4% | -53.2% |
| 6M | -66.2% | +0.5% | -66.6% | -66.2% |
| YTD | -74.4% | +10.8% | -85.1% | -75.1% |
| 1Y | -89.8% | +11.9% | -101.7% | -90.1% |
| 3Y | -99.6% | +73.0% | -172.6% | -99.5% |
| All | -100.0% | +68.0% | -168.0% | -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