+68.1%
ACWI vs SCCO
+339.1%
-271.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.6% |
| 7D | +1.1% | +3.4% | -2.4% | +0.2% |
| 30D | -0.2% | +6.6% | -6.8% | -1.9% |
| 3M | +4.7% | +24.5% | -19.8% | -1.2% |
| 6M | +14.5% | +16.5% | -2.0% | +8.9% |
| YTD | +14.6% | +52.1% | -37.5% | +1.0% |
| 1Y | +21.4% | +114.2% | -92.7% | -2.4% |
| 3Y | +77.6% | +207.4% | -129.8% | +25.4% |
| 5Y | +68.1% | +353.7% | -285.7% | +3.6% |
| All | +68.1% | +339.1% | -271.0% | +3.6% |
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