-100.0%
SXTP vs VT
+68.4%
-168.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -12.9% | +2.4% | -15.3% | -13.9% |
| 30D | -41.1% | -1.5% | -39.6% | -40.8% |
| 3M | -56.1% | -4.1% | -52.0% | -55.3% |
| 6M | -65.5% | +0.6% | -66.0% | -65.5% |
| YTD | -74.5% | +11.0% | -85.5% | -75.2% |
| 1Y | -88.9% | +13.3% | -102.3% | -89.2% |
| 3Y | -99.6% | +73.4% | -173.0% | -99.6% |
| All | -100.0% | +68.4% | -168.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling