+224.6%
VT vs SCCO
+681.3%
-456.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -1.7% | -16.5% | +14.7% | +3.1% |
| 3M | -2.3% | -10.4% | +8.1% | 0.0% |
| 6M | +1.5% | -2.8% | +4.3% | +0.6% |
| YTD | +12.0% | +27.2% | -15.1% | +0.6% |
| 1Y | +12.9% | +33.6% | -20.8% | -0.3% |
| 3Y | +74.9% | +182.4% | -107.4% | +17.3% |
| 5Y | +59.9% | +262.8% | -202.8% | -4.6% |
| 10Y | +224.6% | +724.4% | -499.8% | +39.0% |
| All | +224.6% | +681.3% | -456.6% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling