-2.8%
SCCO vs VLTO
+37.4%
-40.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.5% |
| 7D | -2.4% | +1.5% | -3.9% | -1.8% |
| 30D | -16.5% | +20.9% | -37.4% | -8.5% |
| 3M | -10.4% | +21.4% | -31.8% | -2.1% |
| 6M | -2.8% | +37.6% | -40.3% | +10.7% |
| All | -2.8% | +37.4% | -40.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 6mo: compounded portfolio wealth divided by compounded VLTO 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…
6mo analysis · Full analysis span regression · 6 months rolling