+545.6%
SCZM vs VT
+224.4%
+321.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -4.2% |
| 7D | -4.3% | -0.7% | -3.6% | -3.3% |
| 30D | -17.2% | -1.7% | -15.5% | -14.8% |
| 3M | -18.8% | -2.3% | -16.5% | -15.4% |
| 6M | -22.0% | +1.5% | -23.5% | -21.0% |
| YTD | -23.8% | +12.0% | -35.9% | -29.6% |
| 1Y | +38.8% | +12.9% | +25.9% | +27.9% |
| 3Y | +1,311.0% | +74.9% | +1,236.1% | +759.2% |
| 5Y | +569.1% | +59.9% | +509.2% | +341.4% |
| 10Y | +545.6% | +224.6% | +321.0% | +202.4% |
| All | +545.6% | +224.4% | +321.3% | +202.4% |
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