+19.3%
VMC vs SCCO
+177.0%
-157.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.8% | -2.7% | -1.1% | -3.4% |
| 30D | -9.7% | -0.7% | -9.0% | -9.8% |
| 3M | -9.6% | +8.1% | -17.7% | -11.2% |
| 6M | -4.8% | +4.1% | -8.9% | -6.6% |
| YTD | -10.9% | +41.1% | -52.0% | -17.0% |
| 1Y | -15.6% | +95.6% | -111.1% | -25.6% |
| 3Y | +19.3% | +179.3% | -159.9% | -5.3% |
| All | +19.3% | +177.0% | -157.7% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling