-50.2%
COMP vs SCCO
+231.3%
-281.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -0.8% |
| 7D | +8.9% | +1.7% | +7.2% | +8.2% |
| 30D | +14.0% | -18.1% | +32.1% | +25.9% |
| 3M | -21.1% | -12.8% | -8.3% | -16.8% |
| 6M | +20.1% | -8.5% | +28.6% | +21.5% |
| YTD | -5.0% | +23.9% | -28.9% | -20.8% |
| 1Y | +5.7% | +30.0% | -24.3% | -14.6% |
| 3Y | +412.2% | +175.2% | +237.0% | +132.2% |
| 5Y | -12.1% | +249.4% | -261.5% | -66.3% |
| All | -50.2% | +231.3% | -281.4% | -80.9% |
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