+199.9%
B vs SCCO
+1,108.1%
-908.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | 0.0% |
| 7D | -5.0% | -2.7% | -2.3% | -4.2% |
| 30D | +8.7% | -0.2% | +8.9% | +8.6% |
| 3M | +17.3% | +17.8% | -0.5% | +10.6% |
| 6M | -5.0% | +2.3% | -7.3% | -6.3% |
| YTD | +1.4% | +41.6% | -40.2% | -9.6% |
| 1Y | +50.5% | +101.9% | -51.4% | +20.4% |
| 3Y | +194.4% | +186.2% | +8.2% | +109.7% |
| 5Y | +156.7% | +309.7% | -153.0% | +63.0% |
| All | +199.9% | +1,108.1% | -908.2% | +46.0% |
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