+361.1%
VST vs SCCO
+193.6%
+167.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +8.9% | -5.3% | +14.2% | +11.0% |
| 30D | +6.2% | +2.7% | +3.5% | +4.6% |
| 3M | -2.7% | +4.2% | -6.9% | -5.5% |
| 6M | -8.4% | -0.6% | -7.7% | -10.4% |
| YTD | -7.2% | +45.0% | -52.2% | -24.0% |
| 1Y | -20.9% | +109.3% | -130.2% | -45.4% |
| All | +361.1% | +193.6% | +167.5% | +188.6% |
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