+358.0%
ALL vs SCCO
+1,108.1%
-750.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | +0.4% |
| 7D | -4.3% | -2.7% | -1.6% | -4.0% |
| 30D | -3.6% | -0.2% | -3.4% | -3.9% |
| 3M | +13.2% | +17.8% | -4.6% | +9.2% |
| 6M | +22.5% | +2.3% | +20.2% | +20.0% |
| YTD | +22.7% | +41.6% | -18.9% | +11.1% |
| 1Y | +28.3% | +101.9% | -73.6% | +6.9% |
| 3Y | +152.0% | +186.2% | -34.1% | +84.5% |
| 5Y | +115.4% | +309.7% | -194.2% | +38.1% |
| All | +358.0% | +1,108.1% | -750.1% | +115.0% |
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