+1,484.1%
VTR vs SCCO
+25,428.4%
-23,944.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.4% | +3.0% |
| 7D | -1.8% | -2.7% | +0.9% | -1.3% |
| 30D | +4.0% | -0.2% | +4.2% | +3.6% |
| 3M | +7.8% | +17.8% | -9.9% | +2.0% |
| 6M | +6.4% | +2.3% | +4.1% | +3.0% |
| YTD | +18.3% | +41.6% | -23.3% | +3.6% |
| 1Y | +33.9% | +101.9% | -67.9% | +5.6% |
| 3Y | +134.3% | +186.2% | -51.9% | +60.8% |
| 5Y | +90.3% | +309.7% | -219.4% | +14.2% |
| 10Y | +100.1% | +1,094.2% | -994.1% | -15.4% |
| All | +1,484.1% | +25,428.4% | -23,944.3% | +377.5% |
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