+67.3%
F vs SCCO
+682.0%
-614.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +1.0% |
| 7D | -3.1% | -1.9% | -1.2% | -2.5% |
| 30D | 0.0% | -17.4% | +17.5% | +7.0% |
| 3M | -13.2% | -11.7% | -1.6% | -10.5% |
| 6M | -10.2% | -12.1% | +1.9% | -8.4% |
| YTD | -4.9% | +20.9% | -25.8% | -17.3% |
| 1Y | -6.1% | +31.3% | -37.4% | -21.2% |
| 3Y | +46.0% | +170.3% | -124.3% | -16.4% |
| 5Y | -15.7% | +240.8% | -256.5% | -58.8% |
| All | +67.3% | +682.0% | -614.7% | -51.9% |
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