+165.8%
VXUS vs SCCO
+622.7%
-456.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.8% |
| 7D | +2.1% | -1.9% | +4.0% | +2.7% |
| 30D | -1.1% | -17.4% | +16.3% | +4.7% |
| 3M | -5.6% | -11.7% | +6.0% | -2.6% |
| 6M | -2.3% | -12.1% | +9.9% | +0.1% |
| YTD | +10.4% | +20.9% | -10.5% | +0.1% |
| 1Y | +13.1% | +31.3% | -18.3% | -0.4% |
| 3Y | +68.0% | +170.3% | -102.3% | +11.3% |
| 5Y | +45.8% | +240.8% | -195.0% | -13.7% |
| 10Y | +144.7% | +683.6% | -539.0% | -1.1% |
| All | +165.8% | +622.7% | -456.9% | -1.9% |
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