+1,083.1%
VST vs SCCO
+960.0%
+123.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.2% | +2.1% | +5.6% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -17.1% | -15.0% | -2.0% | -12.5% |
| 3M | -4.6% | -9.1% | +4.5% | -2.1% |
| 6M | -9.1% | -0.9% | -8.2% | -10.0% |
| YTD | -16.6% | +29.7% | -46.3% | -25.9% |
| 1Y | -29.5% | +38.2% | -67.6% | -38.7% |
| 3Y | +297.5% | +191.5% | +106.1% | +168.8% |
| 5Y | +654.5% | +281.7% | +372.8% | +348.7% |
| 10Y | +1,205.2% | +830.3% | +374.9% | +410.7% |
| All | +1,083.1% | +960.0% | +123.1% | +333.6% |
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 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