+12.9%
VT vs SCCO
+32.2%
-19.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | -1.7% | -16.5% | +14.7% | +1.4% |
| 3M | -2.3% | -10.4% | +8.1% | -0.8% |
| 6M | +1.5% | -2.8% | +4.3% | +1.0% |
| YTD | +12.0% | +27.2% | -15.1% | +2.5% |
| 1Y | +12.9% | +33.6% | -20.8% | +1.3% |
| All | +12.9% | +32.2% | -19.3% | +1.3% |
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