+99.5%
SCM vs VT
+214.8%
-115.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +3.6% |
| 7D | +3.8% | -4.2% | +8.0% | +8.1% |
| 30D | +0.1% | -5.8% | +5.9% | +6.1% |
| 3M | -7.7% | -5.2% | -2.5% | -2.8% |
| 6M | -21.0% | +0.1% | -21.1% | -21.4% |
| YTD | -36.2% | +8.2% | -44.5% | -41.4% |
| 1Y | -30.4% | +10.1% | -40.5% | -37.2% |
| 3Y | -21.5% | +69.7% | -91.1% | -56.6% |
| 5Y | -9.5% | +53.4% | -62.8% | -44.6% |
| All | +99.5% | +214.8% | -115.3% | -42.0% |
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