-99.8%
SCC vs VT
+357.8%
-457.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | -0.1% |
| 7D | -4.5% | +2.9% | -7.4% | +0.1% |
| 30D | -13.7% | -2.5% | -11.2% | -16.3% |
| 3M | -4.9% | -3.3% | -1.5% | -8.5% |
| 6M | -5.4% | +1.5% | -6.9% | -0.3% |
| YTD | -4.5% | +11.4% | -15.9% | +19.2% |
| 1Y | -5.5% | +11.9% | -17.4% | +19.6% |
| 3Y | -59.5% | +73.9% | -133.4% | +17.5% |
| 5Y | -53.4% | +57.9% | -111.3% | +46.8% |
| 10Y | -94.8% | +222.6% | -317.4% | -40.3% |
| All | -99.8% | +357.8% | -457.7% | -92.8% |
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