-17.3%
SCM vs VOO
+74.6%
-91.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -7.6% | +3.3% | -10.9% | -9.2% |
| 30D | -5.1% | -2.7% | -2.4% | -3.8% |
| 3M | -21.4% | -1.7% | -19.6% | -20.7% |
| 6M | -23.9% | +3.1% | -27.0% | -25.1% |
| YTD | -41.1% | +11.9% | -53.0% | -44.4% |
| 1Y | -36.8% | +12.1% | -48.8% | -40.4% |
| 3Y | -23.0% | +78.6% | -101.6% | -43.0% |
| 5Y | -17.3% | +73.8% | -91.1% | -38.9% |
| All | -17.3% | +74.6% | -91.9% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling