+6.8%
SCZM vs VT
+351.0%
-344.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +4.4% | +0.4% | +4.0% | +4.0% |
| 30D | +24.9% | +1.0% | +23.9% | +23.8% |
| 3M | +31.0% | +2.4% | +28.6% | +29.6% |
| 6M | -4.1% | +12.0% | -16.1% | -12.2% |
| YTD | +2.9% | +15.3% | -12.4% | -7.7% |
| 1Y | +73.2% | +22.6% | +50.6% | +47.6% |
| 3Y | +1,453.1% | +74.7% | +1,378.5% | +888.2% |
| 5Y | +765.6% | +66.1% | +699.4% | +476.2% |
| 10Y | +542.5% | +225.0% | +317.4% | +189.8% |
| All | +6.8% | +351.0% | -344.3% | -59.6% |
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