-20.5%
SCM price history and return analytics
+69.4%
-89.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.9% |
| 7D | +3.8% | -4.2% | +8.0% | +6.4% |
| 30D | +0.1% | -5.8% | +5.9% | +3.7% |
| 3M | -7.7% | -5.2% | -2.5% | -4.7% |
| 6M | -21.0% | +0.1% | -21.1% | -21.0% |
| YTD | -36.2% | +8.2% | -44.5% | -39.0% |
| 1Y | -30.4% | +10.1% | -40.5% | -34.0% |
| All | -20.5% | +69.4% | -89.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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