+116.1%
ALL vs SCCO
+355.0%
-238.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -2.2% | +2.4% | -4.7% | -2.3% |
| 30D | -5.6% | +6.4% | -12.0% | -5.9% |
| 3M | +17.2% | +21.6% | -4.3% | +15.7% |
| 6M | +23.2% | +13.4% | +9.8% | +21.8% |
| YTD | +23.6% | +52.6% | -29.0% | +17.4% |
| 1Y | +29.2% | +122.4% | -93.2% | +16.6% |
| 3Y | +153.8% | +208.5% | -54.6% | +109.6% |
| 5Y | +116.1% | +353.9% | -237.8% | +61.5% |
| All | +116.1% | +355.0% | -238.9% | +61.5% |
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