+2,063.2%
VMC vs SCCO
+35,670.2%
-33,606.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -3.1% |
| 7D | -0.5% | +3.4% | -4.0% | -1.6% |
| 30D | -9.1% | +6.6% | -15.7% | -11.0% |
| 3M | -4.1% | +24.5% | -28.6% | -10.9% |
| 6M | -5.5% | +16.5% | -22.0% | -11.4% |
| YTD | -8.9% | +52.1% | -61.0% | -21.9% |
| 1Y | -12.9% | +114.2% | -127.1% | -33.1% |
| 3Y | +22.1% | +207.4% | -185.3% | -19.2% |
| 5Y | +52.7% | +353.7% | -301.0% | -13.2% |
| 10Y | +152.7% | +1,144.5% | -991.8% | +0.7% |
| All | +2,063.2% | +35,670.2% | -33,606.9% | +340.2% |
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