+57.5%
VT vs SCCO
+243.3%
-185.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.3% |
| 7D | +2.4% | -1.9% | +4.3% | +2.8% |
| 30D | -1.5% | -17.4% | +15.9% | +2.8% |
| 3M | -4.1% | -11.7% | +7.5% | -1.9% |
| 6M | +0.6% | -12.1% | +12.7% | +2.3% |
| YTD | +11.0% | +20.9% | -9.8% | +2.6% |
| 1Y | +13.3% | +31.3% | -18.0% | +2.4% |
| 3Y | +73.4% | +170.3% | -96.9% | +23.7% |
| All | +57.5% | +243.3% | -185.7% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling