+356.8%
ACWI vs SCCO
+1,140.2%
-783.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.5% | -5.3% | +5.8% | +2.3% |
| 30D | +0.9% | +2.7% | -1.8% | -0.4% |
| 3M | +2.4% | +4.2% | -1.8% | -0.2% |
| 6M | +12.4% | -0.6% | +13.0% | +10.1% |
| YTD | +15.2% | +45.0% | -29.8% | -2.2% |
| 1Y | +22.7% | +109.3% | -86.6% | -9.0% |
| 3Y | +75.8% | +180.8% | -105.0% | +12.7% |
| 5Y | +67.7% | +314.3% | -246.5% | -10.3% |
| 10Y | +229.0% | +1,083.3% | -854.3% | +9.2% |
| All | +356.8% | +1,140.2% | -783.4% | +0.7% |
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 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