+2.6%
SCEC vs VT
+37.3%
-34.8%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | +1.3% | -2.5% | +3.8% | +1.5% |
| 3M | -1.7% | -1.3% | -0.4% | -1.6% |
| 6M | -2.6% | +3.1% | -5.7% | -2.7% |
| YTD | -2.3% | +10.9% | -13.2% | -2.9% |
| 1Y | -1.7% | +12.1% | -13.7% | -2.3% |
| All | +2.6% | +37.3% | -34.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling