+382.8%
VNQ vs SCCO
+6,980.2%
-6,597.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.4% | +1.4% |
| 7D | -2.6% | -2.7% | +0.1% | -1.9% |
| 30D | -2.3% | -0.2% | -2.2% | -2.8% |
| 3M | -2.8% | +17.8% | -20.6% | -9.2% |
| 6M | +2.5% | +2.3% | +0.3% | -1.2% |
| YTD | +8.4% | +41.6% | -33.2% | -7.7% |
| 1Y | +6.8% | +101.9% | -95.1% | -20.2% |
| 3Y | +29.9% | +186.2% | -156.2% | -18.0% |
| 5Y | +7.2% | +309.7% | -302.5% | -43.0% |
| 10Y | +62.5% | +1,094.2% | -1,031.7% | -47.6% |
| All | +382.8% | +6,980.2% | -6,597.4% | -13.1% |
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