+1,245.4%
VUG vs SCCO
+9,527.6%
-8,282.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.7% |
| 7D | +0.9% | +3.4% | -2.6% | -0.1% |
| 30D | -1.4% | +6.6% | -8.0% | -3.5% |
| 3M | +2.3% | +24.5% | -22.2% | -4.4% |
| 6M | +15.7% | +16.5% | -0.8% | +9.1% |
| YTD | +8.6% | +52.1% | -43.5% | -6.1% |
| 1Y | +14.1% | +114.2% | -100.1% | -10.9% |
| 3Y | +87.9% | +207.4% | -119.5% | +28.9% |
| 5Y | +76.3% | +353.7% | -277.4% | +5.4% |
| 10Y | +409.7% | +1,144.5% | -734.9% | +117.1% |
| All | +1,245.4% | +9,527.6% | -8,282.2% | +255.3% |
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 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