+290.5%
SCL vs VT
+374.2%
-83.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.9% | +0.4% | +1.4% | +1.4% |
| 30D | -0.7% | +1.0% | -1.7% | -1.6% |
| 3M | +23.8% | +2.4% | +21.4% | +20.5% |
| 6M | +29.1% | +12.0% | +17.1% | +15.2% |
| YTD | +36.8% | +15.3% | +21.5% | +18.9% |
| 1Y | +32.1% | +22.6% | +9.5% | +8.1% |
| 3Y | -21.7% | +74.7% | -96.3% | -53.9% |
| 5Y | -40.7% | +66.1% | -106.9% | -63.7% |
| 10Y | +3.9% | +225.0% | -221.1% | -66.6% |
| All | +290.5% | +374.2% | -83.7% | -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