-38.0%
VG vs SCCO
+134.7%
-172.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +2.1% |
| 7D | -2.5% | +3.4% | -6.0% | -2.6% |
| 30D | +11.1% | +6.6% | +4.5% | +10.9% |
| 3M | +14.9% | +24.5% | -9.6% | +13.8% |
| 6M | +18.4% | +16.5% | +1.9% | +17.3% |
| YTD | +116.6% | +52.1% | +64.5% | +80.6% |
| 1Y | +9.4% | +114.2% | -104.8% | -24.9% |
| All | -38.0% | +134.7% | -172.7% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling