+2,694.4%
SCCO vs VYM
+488.1%
+2,206.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.3% |
| 7D | -2.7% | -0.8% | -1.9% | -1.5% |
| 30D | -0.7% | -2.2% | +1.5% | +2.6% |
| 3M | +8.1% | +3.1% | +5.0% | +3.7% |
| 6M | +4.1% | +9.7% | -5.6% | -7.8% |
| YTD | +41.1% | +14.9% | +26.2% | +17.5% |
| 1Y | +95.6% | +17.6% | +78.0% | +58.1% |
| 3Y | +179.3% | +65.3% | +113.9% | +39.3% |
| 5Y | +308.3% | +78.7% | +229.6% | +81.8% |
| 10Y | +1,090.2% | +208.2% | +882.0% | +128.8% |
| All | +2,694.4% | +488.1% | +2,206.3% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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