+231.8%
ACWI vs SCCO
+1,159.3%
-927.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | 0.0% | +2.4% | -2.5% | -0.7% |
| 30D | -0.6% | +6.4% | -7.0% | -2.6% |
| 3M | +4.3% | +21.6% | -17.3% | -2.0% |
| 6M | +12.7% | +13.4% | -0.7% | +7.0% |
| YTD | +13.9% | +52.6% | -38.7% | -1.9% |
| 1Y | +20.5% | +122.4% | -101.9% | -7.6% |
| 3Y | +76.5% | +208.5% | -131.9% | +18.1% |
| 5Y | +67.5% | +353.9% | -286.4% | -4.2% |
| 10Y | +231.8% | +1,187.3% | -955.4% | +32.7% |
| All | +231.8% | +1,159.3% | -927.5% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling