+317.7%
SCL vs VT
+345.0%
-27.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -0.1% |
| 7D | -3.1% | -4.2% | +1.1% | +1.0% |
| 30D | +8.8% | -5.8% | +14.6% | +15.1% |
| 3M | +6.3% | -5.2% | +11.5% | +11.8% |
| 6M | +31.6% | +0.1% | +31.4% | +30.8% |
| YTD | +46.4% | +8.2% | +38.2% | +35.1% |
| 1Y | +59.3% | +10.1% | +49.2% | +44.5% |
| 3Y | -5.9% | +69.7% | -75.6% | -43.0% |
| 5Y | -41.5% | +53.4% | -94.9% | -61.3% |
| 10Y | +14.1% | +219.2% | -205.1% | -62.8% |
| All | +317.7% | +345.0% | -27.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling