+2.7%
AA vs SCCO
+313.8%
-311.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.2% | +2.4% | +1.5% |
| 7D | -5.4% | -2.7% | -2.7% | -3.3% |
| 30D | -10.7% | -0.2% | -10.5% | -11.4% |
| 3M | -26.2% | +17.8% | -43.9% | -37.7% |
| 6M | -20.9% | +2.3% | -23.2% | -26.2% |
| YTD | -8.6% | +41.6% | -50.2% | -40.3% |
| 1Y | +57.4% | +101.9% | -44.5% | -28.9% |
| 3Y | +77.8% | +186.2% | -108.4% | -48.2% |
| 5Y | +2.7% | +309.7% | -307.0% | -79.6% |
| All | +2.7% | +313.8% | -311.1% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling