-99.4%
SCO vs VT
+224.5%
-323.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -10.8% | +0.4% | -11.2% | -10.4% |
| 30D | -27.4% | +1.0% | -28.4% | -26.7% |
| 3M | -12.7% | +2.4% | -15.0% | -11.2% |
| 6M | -53.9% | +12.0% | -65.9% | -49.1% |
| YTD | -71.4% | +15.3% | -86.7% | -67.1% |
| 1Y | -67.5% | +22.6% | -90.0% | -59.2% |
| 3Y | -68.5% | +74.7% | -143.1% | -32.4% |
| 5Y | -93.6% | +66.1% | -159.7% | -87.0% |
| All | -99.4% | +224.5% | -323.9% | -94.6% |
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