+335.0%
SCL vs VT
+363.9%
-28.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.3% |
| 7D | +3.3% | -0.3% | +3.6% | +3.6% |
| 30D | +12.6% | -1.4% | +14.0% | +14.1% |
| 3M | +11.0% | -1.4% | +12.4% | +12.5% |
| 6M | +41.0% | +5.5% | +35.6% | +33.4% |
| YTD | +52.4% | +12.8% | +39.6% | +35.2% |
| 1Y | +72.1% | +15.4% | +56.7% | +49.3% |
| 3Y | -2.1% | +76.9% | -78.9% | -43.0% |
| 5Y | -37.2% | +60.4% | -97.6% | -60.2% |
| 10Y | +18.9% | +232.8% | -213.9% | -62.7% |
| All | +335.0% | +363.9% | -28.9% | +6.5% |
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 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