+13.5%
VT vs SCCO
+40.2%
-26.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -1.6% | -9.9% | +8.3% | +0.2% |
| 30D | -2.5% | -14.7% | +12.3% | +0.3% |
| 3M | -1.3% | -4.1% | +2.8% | -1.1% |
| 6M | +3.1% | +5.8% | -2.7% | +0.9% |
| YTD | +10.9% | +27.8% | -16.9% | +1.7% |
| All | +13.5% | +40.2% | -26.8% | +0.3% |
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