-18.9%
VST vs SCCO
+114.2%
-133.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +0.2% |
| 7D | +9.9% | +3.4% | +6.4% | +8.8% |
| 30D | +7.9% | +6.6% | +1.3% | +5.6% |
| 3M | +3.4% | +24.5% | -21.1% | -4.1% |
| 6M | -4.1% | +16.5% | -20.6% | -10.6% |
| YTD | -5.7% | +52.1% | -57.8% | -23.2% |
| 1Y | -18.9% | +114.2% | -133.0% | -35.9% |
| All | -18.9% | +114.2% | -133.1% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling