+20.4%
SCM vs VT
+66.2%
-45.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +9.7% | +1.0% | +8.7% | +9.1% |
| 3M | +1.5% | +2.4% | -0.9% | +0.1% |
| 6M | -6.2% | +12.0% | -18.2% | -12.1% |
| YTD | -24.2% | +15.3% | -39.6% | -30.0% |
| 1Y | -31.9% | +22.6% | -54.5% | -39.2% |
| 3Y | -9.4% | +74.7% | -84.0% | -33.9% |
| All | +20.4% | +66.2% | -45.8% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling