+382.3%
APP vs SCCO
+248.1%
+134.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.2% | +10.3% | +6.2% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | -1.3% | -0.2% | -1.1% | -2.2% |
| 3M | -36.2% | +17.8% | -54.0% | -41.8% |
| 6M | -34.1% | +2.3% | -36.4% | -37.2% |
| YTD | -53.3% | +41.6% | -94.9% | -62.1% |
| 1Y | -44.5% | +101.9% | -146.4% | -62.5% |
| 3Y | +646.7% | +186.2% | +460.5% | +325.0% |
| 5Y | +306.4% | +309.7% | -3.2% | +89.3% |
| All | +382.3% | +248.1% | +134.2% | +120.9% |
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 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