-93.8%
SCO vs VT
+66.2%
-159.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -10.8% | +0.4% | -11.2% | -10.6% |
| 30D | -27.4% | +1.0% | -28.4% | -27.1% |
| 3M | -12.7% | +2.4% | -15.0% | -12.1% |
| 6M | -53.9% | +12.0% | -65.9% | -52.0% |
| YTD | -71.4% | +15.3% | -86.7% | -69.5% |
| 1Y | -67.5% | +22.6% | -90.0% | -63.6% |
| 3Y | -68.5% | +74.7% | -143.1% | -51.9% |
| All | -93.8% | +66.2% | -159.9% | -91.3% |
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