+609.6%
VLO vs SCCO
+313.8%
+295.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | +0.7% |
| 7D | +4.0% | -2.7% | +6.7% | +4.6% |
| 30D | +19.0% | -0.2% | +19.2% | +18.6% |
| 3M | +50.0% | +17.8% | +32.2% | +42.6% |
| 6M | +79.1% | +2.3% | +76.9% | +73.9% |
| YTD | +140.3% | +41.6% | +98.7% | +105.8% |
| 1Y | +148.3% | +101.9% | +46.4% | +85.9% |
| 3Y | +194.6% | +186.2% | +8.5% | +85.0% |
| 5Y | +609.6% | +309.7% | +299.9% | +268.9% |
| All | +609.6% | +313.8% | +295.8% | +268.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling