+111.0%
SCZ vs VOO
+309.9%
-198.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -2.1% | -2.7% | +0.6% | 0.0% |
| 30D | -3.1% | -5.4% | +2.3% | +1.1% |
| 3M | -5.7% | -4.1% | -1.6% | -2.6% |
| 6M | -3.9% | +0.7% | -4.6% | -4.5% |
| YTD | +6.0% | +8.7% | -2.8% | -0.7% |
| 1Y | +11.4% | +11.0% | +0.4% | +2.7% |
| 3Y | +59.5% | +75.5% | -16.0% | +1.6% |
| 5Y | +21.8% | +68.4% | -46.6% | -20.3% |
| All | +111.0% | +309.9% | -198.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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