-100.0%
SCNI vs VT
+212.8%
-312.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -6.5% |
| 7D | -15.9% | -0.3% | -15.6% | -15.6% |
| 30D | -64.4% | -1.4% | -62.9% | -63.7% |
| 3M | -82.0% | -1.4% | -80.6% | -81.7% |
| 6M | -93.0% | +5.5% | -98.5% | -93.4% |
| YTD | -93.7% | +12.8% | -106.5% | -94.3% |
| 1Y | -96.0% | +15.4% | -111.5% | -96.5% |
| 3Y | -99.3% | +76.9% | -176.2% | -99.6% |
| 5Y | -100.0% | +60.4% | -160.4% | -100.0% |
| 10Y | -100.0% | +232.8% | -332.8% | -100.0% |
| All | -100.0% | +212.8% | -312.8% | -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 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