-94.7%
SCC vs VT
+215.5%
-310.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.6% |
| 7D | -4.8% | -2.3% | -2.5% | -8.2% |
| 30D | -11.0% | -5.0% | -6.0% | -18.2% |
| 3M | +0.2% | -4.9% | +5.1% | -7.3% |
| 6M | +2.1% | -1.5% | +3.6% | +2.0% |
| YTD | +0.1% | +8.5% | -8.3% | +22.7% |
| 1Y | -2.7% | +11.4% | -14.1% | +25.9% |
| 3Y | -58.2% | +70.1% | -128.2% | +34.3% |
| 5Y | -50.2% | +53.7% | -103.9% | +75.2% |
| All | -94.7% | +215.5% | -310.2% | -47.7% |
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 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