+1,124.3%
SCCO vs VCLT
+102.9%
+1,021.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | +6.4% | +0.1% | +6.3% | +6.4% |
| 3M | +21.6% | -2.9% | +24.4% | +22.3% |
| 6M | +13.4% | -4.0% | +17.4% | +14.4% |
| YTD | +52.6% | -2.2% | +54.9% | +53.6% |
| 1Y | +122.4% | -2.6% | +125.0% | +123.9% |
| 3Y | +208.5% | +12.3% | +196.2% | +204.8% |
| 5Y | +353.9% | -16.4% | +370.3% | +343.3% |
| 10Y | +1,187.3% | +18.1% | +1,169.2% | +1,273.3% |
| All | +1,124.3% | +102.9% | +1,021.4% | +1,836.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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