+158.8%
B vs SCCO
+355.0%
-196.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.0% | +2.4% | -1.4% | -0.2% |
| 30D | +9.5% | +6.4% | +3.1% | +6.3% |
| 3M | +14.3% | +21.6% | -7.2% | +4.4% |
| 6M | -1.9% | +13.4% | -15.3% | -8.0% |
| YTD | +4.1% | +52.6% | -48.5% | -13.7% |
| 1Y | +56.1% | +122.4% | -66.3% | +11.5% |
| 3Y | +202.0% | +208.5% | -6.5% | +84.7% |
| 5Y | +158.8% | +353.9% | -195.1% | +33.1% |
| All | +158.8% | +355.0% | -196.2% | +33.1% |
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