+99.6%
DE vs SCCO
+303.5%
-203.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | +9.0% | -0.7% | +9.7% | +8.8% |
| 3M | +19.1% | +8.1% | +11.1% | +15.6% |
| 6M | +14.4% | +4.1% | +10.3% | +11.0% |
| YTD | +45.9% | +41.1% | +4.8% | +27.5% |
| 1Y | +43.6% | +95.6% | -52.0% | +12.0% |
| 3Y | +75.9% | +179.3% | -103.4% | +15.0% |
| All | +99.6% | +303.5% | -203.9% | +9.0% |
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