+207.0%
C vs SCCO
+682.0%
-474.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +1.0% |
| 7D | +4.2% | -1.9% | +6.1% | +4.9% |
| 30D | +2.0% | -17.4% | +19.4% | +9.9% |
| 3M | -10.1% | -11.7% | +1.5% | -6.7% |
| 6M | +1.0% | -12.1% | +13.1% | +3.5% |
| YTD | +8.5% | +20.9% | -12.4% | -7.3% |
| 1Y | +25.7% | +31.3% | -5.6% | +3.2% |
| 3Y | +216.0% | +170.3% | +45.7% | +67.8% |
| 5Y | +112.3% | +240.8% | -128.5% | -6.7% |
| All | +207.0% | +682.0% | -474.9% | -24.4% |
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