-92.3%
SCAG vs VT
+20.8%
-113.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.0% | -4.1% | -26.9% | -2.9% |
| 7D | -47.3% | -4.2% | -43.1% | -26.3% |
| 30D | +413.3% | -5.8% | +419.1% | +597.6% |
| 3M | +210.2% | -5.2% | +215.4% | +323.9% |
| 6M | +39.3% | +0.1% | +39.1% | +84.1% |
| YTD | -43.1% | +8.2% | -51.4% | -36.0% |
| 1Y | -46.0% | +10.1% | -56.2% | -44.6% |
| All | -92.3% | +20.8% | -113.1% | -94.7% |
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