-17.4%
SCZM vs VT
+341.2%
-358.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +1.7% | +11.9% | +11.8% |
| 7D | +2.5% | -0.3% | +2.8% | +3.1% |
| 30D | -13.9% | -1.4% | -12.4% | -12.0% |
| 3M | +6.8% | -1.4% | +8.2% | +9.5% |
| 6M | -2.4% | +5.5% | -7.9% | -5.0% |
| YTD | -20.4% | +12.8% | -33.2% | -26.3% |
| 1Y | +56.3% | +15.4% | +40.9% | +42.3% |
| 3Y | +1,173.2% | +76.9% | +1,096.3% | +714.2% |
| 5Y | +599.1% | +60.4% | +538.7% | +384.5% |
| 10Y | +502.7% | +232.8% | +269.9% | +174.0% |
| All | -17.4% | +341.2% | -358.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling