+69.4%
F vs SCCO
+671.1%
-601.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.5% |
| 30D | +2.1% | -17.8% | +19.9% | +9.4% |
| 3M | -10.3% | -12.5% | +2.2% | -7.0% |
| 6M | +3.3% | -4.1% | +7.3% | +1.9% |
| YTD | -2.0% | +25.5% | -27.5% | -15.9% |
| 1Y | -2.3% | +31.0% | -33.2% | -17.8% |
| 3Y | +49.9% | +178.7% | -128.8% | -15.1% |
| 5Y | -12.5% | +279.7% | -292.1% | -59.3% |
| All | +69.4% | +671.1% | -601.7% | -52.2% |
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