+19,907.9%
VLO vs SCCO
+35,670.2%
-15,762.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.7% | +1.4% |
| 7D | +5.8% | +3.4% | +2.3% | +4.4% |
| 30D | +28.3% | +6.6% | +21.7% | +24.6% |
| 3M | +48.7% | +24.5% | +24.3% | +34.3% |
| 6M | +71.9% | +16.5% | +55.4% | +54.4% |
| YTD | +138.7% | +52.1% | +86.5% | +89.6% |
| 1Y | +148.5% | +114.2% | +34.3% | +70.0% |
| 3Y | +192.7% | +207.4% | -14.8% | +66.1% |
| 5Y | +601.6% | +353.7% | +247.9% | +228.5% |
| 10Y | +900.2% | +1,144.5% | -244.3% | +211.4% |
| All | +19,907.9% | +35,670.2% | -15,762.2% | +3,013.5% |
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