+116.5%
SCM vs VT
+344.0%
-227.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +7.2% | -1.6% | +8.8% | +8.7% |
| 30D | -2.8% | -2.5% | -0.3% | -0.6% |
| 3M | -5.5% | -1.3% | -4.2% | -4.4% |
| 6M | -22.4% | +3.1% | -25.5% | -24.6% |
| YTD | -37.1% | +10.9% | -48.1% | -42.8% |
| 1Y | -31.5% | +12.1% | -43.6% | -38.2% |
| 3Y | -22.6% | +73.9% | -96.5% | -54.3% |
| 5Y | -7.0% | +58.0% | -65.0% | -40.7% |
| 10Y | +103.4% | +225.5% | -122.1% | -30.4% |
| All | +116.5% | +344.0% | -227.5% | -39.7% |
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 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