-94.0%
SCC vs VT
+224.5%
-318.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.1% | +0.4% | +3.6% | +5.0% |
| 30D | +7.0% | +1.0% | +6.0% | +9.1% |
| 3M | +2.7% | +2.4% | +0.4% | +8.7% |
| 6M | -0.1% | +12.0% | -12.1% | +27.2% |
| YTD | +5.7% | +15.3% | -9.7% | +42.9% |
| 1Y | +2.1% | +22.6% | -20.5% | +56.4% |
| 3Y | -50.8% | +74.7% | -125.5% | +65.6% |
| 5Y | -51.1% | +66.1% | -117.2% | +94.3% |
| All | -94.0% | +224.5% | -318.5% | -35.4% |
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