+61.8%
SCSC vs VT
+221.4%
-159.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | +2.6% | +1.0% | +1.6% | +1.3% |
| 30D | +5.0% | -0.2% | +5.2% | +5.2% |
| 3M | +19.8% | +4.5% | +15.3% | +12.9% |
| 6M | +59.4% | +14.1% | +45.4% | +34.1% |
| YTD | +47.7% | +14.8% | +32.9% | +23.8% |
| 1Y | +29.8% | +21.2% | +8.6% | +1.7% |
| 3Y | +89.3% | +76.6% | +12.7% | -6.7% |
| 5Y | +54.4% | +66.6% | -12.2% | -18.1% |
| 10Y | +61.8% | +222.3% | -160.5% | -60.0% |
| All | +61.8% | +221.4% | -159.6% | -60.0% |
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 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