+6.5%
D vs SCCO
+339.1%
-332.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.2% |
| 7D | +0.8% | +3.4% | -2.7% | +0.5% |
| 30D | -0.7% | +6.6% | -7.4% | -1.3% |
| 3M | +2.1% | +24.5% | -22.4% | +0.2% |
| 6M | +6.8% | +16.5% | -9.7% | +5.1% |
| YTD | +16.5% | +52.1% | -35.6% | +11.4% |
| 1Y | +19.2% | +114.2% | -95.0% | +9.9% |
| 3Y | +61.9% | +207.4% | -145.6% | +40.1% |
| 5Y | +6.5% | +353.7% | -347.2% | -9.4% |
| All | +6.5% | +339.1% | -332.6% | -9.4% |
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 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