+170.2%
VEA vs SCCO
+1,195.3%
-1,025.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.3% | +2.4% | -2.1% | -0.6% |
| 30D | +0.4% | +6.4% | -6.0% | -2.1% |
| 3M | +4.8% | +21.6% | -16.7% | -3.1% |
| 6M | +11.3% | +13.4% | -2.2% | +4.4% |
| YTD | +17.4% | +52.6% | -35.2% | -2.4% |
| 1Y | +26.2% | +122.4% | -96.2% | -9.1% |
| 3Y | +77.7% | +208.5% | -130.7% | +8.7% |
| 5Y | +60.9% | +353.9% | -293.0% | -18.2% |
| 10Y | +163.6% | +1,187.3% | -1,023.7% | -17.9% |
| All | +170.2% | +1,195.3% | -1,025.1% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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