+145.9%
AR vs SCCO
+313.8%
-167.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.4% | +2.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.7% |
| 30D | +3.5% | -0.2% | +3.7% | +3.0% |
| 3M | +9.9% | +17.8% | -7.9% | +2.5% |
| 6M | +4.5% | +2.3% | +2.3% | +0.2% |
| YTD | +13.7% | +41.6% | -27.9% | -8.3% |
| 1Y | +19.2% | +101.9% | -82.6% | -19.7% |
| 3Y | +46.2% | +186.2% | -140.0% | -23.7% |
| 5Y | +145.9% | +309.7% | -163.8% | -0.9% |
| All | +145.9% | +313.8% | -167.9% | -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 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