+58.5%
DD vs SCCO
+313.8%
-255.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | +2.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | -11.5% | -0.2% | -11.3% | -12.0% |
| 3M | -5.4% | +17.8% | -23.2% | -12.0% |
| 6M | -6.9% | +2.3% | -9.2% | -9.7% |
| YTD | +6.9% | +41.6% | -34.7% | -10.2% |
| 1Y | +35.6% | +101.9% | -66.2% | -2.2% |
| 3Y | +42.5% | +186.2% | -143.6% | -14.0% |
| 5Y | +58.5% | +309.7% | -251.2% | -20.7% |
| All | +58.5% | +313.8% | -255.3% | -20.7% |
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