-92.5%
SCO vs VT
+59.8%
-152.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.2% |
| 7D | +3.5% | -0.7% | +4.2% | +3.2% |
| 30D | +11.1% | -1.7% | +12.9% | +10.2% |
| 3M | -23.1% | -2.3% | -20.8% | -24.0% |
| 6M | -22.5% | +1.5% | -24.0% | -22.5% |
| YTD | -74.7% | +12.0% | -86.7% | -73.4% |
| 1Y | -71.9% | +12.9% | -84.8% | -70.3% |
| 3Y | -73.9% | +74.9% | -148.9% | -59.9% |
| 5Y | -92.5% | +59.9% | -152.4% | -90.6% |
| All | -92.5% | +59.8% | -152.2% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling