-20.0%
SCM price history and return analytics
+69.7%
-89.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +3.9% | -2.3% | +6.2% | +5.3% |
| 30D | +3.2% | -5.0% | +8.1% | +6.3% |
| 3M | -11.2% | -4.9% | -6.4% | -8.6% |
| 6M | -19.7% | -1.5% | -18.1% | -19.0% |
| YTD | -35.8% | +8.5% | -44.3% | -38.7% |
| 1Y | -29.2% | +11.4% | -40.6% | -33.3% |
| 3Y | -20.0% | +70.1% | -90.0% | -39.5% |
| All | -20.0% | +69.7% | -89.7% | -39.5% |
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