+43.7%
F vs SCCO
+355.0%
-311.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.0% |
| 7D | -4.9% | +2.4% | -7.3% | -5.7% |
| 30D | -2.9% | +6.4% | -9.3% | -5.0% |
| 3M | -9.1% | +21.6% | -30.6% | -15.2% |
| 6M | +12.9% | +13.4% | -0.5% | +6.8% |
| YTD | +6.1% | +52.6% | -46.6% | -10.4% |
| 1Y | +22.5% | +122.4% | -99.9% | -9.9% |
| 3Y | +32.1% | +208.5% | -176.4% | -17.8% |
| 5Y | +43.7% | +353.9% | -310.2% | -25.1% |
| All | +43.7% | +355.0% | -311.2% | -25.1% |
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