+942.2%
VTI vs SCCO
+27,853.0%
-26,910.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | +1.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | -1.9% | -0.2% | -1.8% | -2.3% |
| 3M | +4.5% | +17.8% | -13.2% | -0.9% |
| 6M | +12.6% | +2.3% | +10.3% | +9.8% |
| YTD | +12.0% | +41.6% | -29.6% | -1.4% |
| 1Y | +17.3% | +101.9% | -84.5% | -6.9% |
| 3Y | +75.3% | +186.2% | -110.8% | +22.2% |
| 5Y | +74.0% | +309.7% | -235.7% | +6.4% |
| 10Y | +300.0% | +1,094.2% | -794.2% | +71.8% |
| All | +942.2% | +27,853.0% | -26,910.8% | +82.9% |
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