+296.7%
VST vs SCCO
+169.0%
+127.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.2% |
| 7D | +6.6% | -1.9% | +8.5% | +7.4% |
| 30D | -12.4% | -17.4% | +5.0% | -5.8% |
| 3M | -9.0% | -11.7% | +2.7% | -5.2% |
| 6M | -6.4% | -12.1% | +5.7% | -3.4% |
| YTD | -17.2% | +20.9% | -38.1% | -27.7% |
| 1Y | -22.0% | +31.3% | -53.4% | -34.6% |
| 3Y | +296.7% | +170.3% | +126.4% | +176.6% |
| All | +296.7% | +169.0% | +127.7% | +176.6% |
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