+84.3%
VZ vs SCCO
+210.1%
-125.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.6% |
| 7D | +0.2% | +3.4% | -3.2% | +0.2% |
| 30D | +7.1% | +6.6% | +0.5% | +7.1% |
| 3M | +12.8% | +24.5% | -11.7% | +12.8% |
| 6M | +1.8% | +16.5% | -14.7% | +1.9% |
| YTD | +30.0% | +52.1% | -22.1% | +28.3% |
| 1Y | +24.3% | +114.2% | -89.9% | +21.0% |
| 3Y | +84.3% | +207.4% | -123.1% | +66.0% |
| All | +84.3% | +210.1% | -125.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling