+46.8%
VMC vs SCCO
+313.8%
-267.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +1.7% |
| 7D | -3.7% | -2.7% | -1.0% | -3.3% |
| 30D | -12.8% | -0.2% | -12.6% | -13.0% |
| 3M | -7.9% | +17.8% | -25.7% | -11.6% |
| 6M | -7.5% | +2.3% | -9.8% | -9.2% |
| YTD | -11.6% | +41.6% | -53.2% | -19.5% |
| 1Y | -14.3% | +101.9% | -116.1% | -27.9% |
| 3Y | +18.5% | +186.2% | -167.7% | -12.3% |
| 5Y | +46.8% | +309.7% | -262.9% | -6.3% |
| All | +46.8% | +313.8% | -267.0% | -6.3% |
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 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