+9.0%
SCL vs VT
+223.7%
-214.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | +11.6% | -2.6% | +14.2% | +14.4% |
| 3M | +5.2% | -3.2% | +8.4% | +8.5% |
| 6M | +30.4% | +0.9% | +29.5% | +28.6% |
| YTD | +46.9% | +11.3% | +35.6% | +31.8% |
| 1Y | +62.0% | +14.0% | +48.0% | +41.9% |
| 3Y | -0.4% | +75.8% | -76.2% | -41.8% |
| 5Y | -40.8% | +57.8% | -98.7% | -61.9% |
| 10Y | +9.0% | +219.8% | -210.8% | -67.3% |
| All | +9.0% | +223.7% | -214.7% | -67.3% |
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