-100.0%
SCNI vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +3.8% |
| 7D | +13.4% | -0.7% | +14.1% | +14.0% |
| 30D | -56.1% | -1.7% | -54.4% | -55.1% |
| 3M | -78.4% | -2.3% | -76.1% | -77.9% |
| 6M | -90.1% | +1.5% | -91.6% | -90.2% |
| YTD | -92.9% | +12.0% | -104.9% | -93.6% |
| 1Y | -95.4% | +12.9% | -108.2% | -95.9% |
| 3Y | -99.2% | +74.9% | -174.2% | -99.6% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +224.4% | -324.3% | -100.0% |
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