+531.6%
VZ vs SCCO
+29,800.4%
-29,268.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | +8.9% | -16.5% | +25.4% | +11.3% |
| 3M | +0.1% | -10.4% | +10.5% | +0.9% |
| 6M | +1.9% | -2.8% | +4.7% | +1.0% |
| YTD | +22.0% | +27.2% | -5.1% | +15.0% |
| 1Y | +22.1% | +33.6% | -11.5% | +14.2% |
| 3Y | +58.7% | +182.4% | -123.7% | +29.7% |
| 5Y | +22.3% | +262.8% | -240.4% | -5.5% |
| 10Y | +71.6% | +724.4% | -652.8% | +11.7% |
| All | +531.6% | +29,800.4% | -29,268.8% | +154.5% |
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