+94.1%
SCJ vs VT
+214.8%
-120.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -1.0% | -2.2% |
| 7D | -4.8% | -4.2% | -0.6% | -1.8% |
| 30D | -8.3% | -5.8% | -2.5% | -4.3% |
| 3M | -6.4% | -5.2% | -1.1% | -2.7% |
| 6M | +2.1% | +0.1% | +2.0% | +2.1% |
| YTD | +11.7% | +8.2% | +3.5% | +5.8% |
| 1Y | +15.7% | +10.1% | +5.6% | +8.3% |
| 3Y | +58.7% | +69.7% | -11.0% | +9.7% |
| 5Y | +38.3% | +53.4% | -15.1% | +1.9% |
| All | +94.1% | +214.8% | -120.7% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling