-100.0%
SCNI vs VT
+200.1%
-300.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +4.4% |
| 7D | -13.1% | -4.2% | -8.9% | -9.6% |
| 30D | -63.0% | -5.8% | -57.2% | -60.7% |
| 3M | -82.0% | -5.2% | -76.7% | -81.0% |
| 6M | -92.8% | +0.1% | -92.9% | -92.8% |
| YTD | -93.7% | +8.2% | -101.9% | -94.1% |
| 1Y | -96.1% | +10.1% | -106.2% | -96.4% |
| 3Y | -99.3% | +69.7% | -169.0% | -99.6% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +200.1% | -300.1% | -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