+339.1%
ACWI vs SCCO
+973.6%
-634.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.4% |
| 30D | -3.3% | -17.8% | +14.5% | +2.9% |
| 3M | -3.4% | -12.5% | +9.1% | 0.0% |
| 6M | +0.8% | -4.1% | +4.9% | +0.1% |
| YTD | +10.7% | +25.5% | -14.8% | -2.0% |
| 1Y | +11.6% | +31.0% | -19.4% | -2.8% |
| 3Y | +73.4% | +178.7% | -105.3% | +10.6% |
| 5Y | +60.2% | +279.7% | -219.5% | -12.1% |
| 10Y | +221.6% | +691.4% | -469.9% | +23.5% |
| All | +339.1% | +973.6% | -634.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling