+336.0%
IR vs SCCO
+637.7%
-301.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.7% |
| 7D | +2.5% | -1.9% | +4.4% | +3.3% |
| 30D | +9.2% | -17.4% | +26.6% | +17.3% |
| 3M | +0.9% | -11.7% | +12.6% | +4.8% |
| 6M | +19.2% | -12.1% | +31.4% | +22.2% |
| YTD | +7.5% | +20.9% | -13.4% | -5.9% |
| 1Y | +11.7% | +31.3% | -19.6% | -5.7% |
| 3Y | +23.9% | +170.3% | -146.4% | -28.7% |
| 5Y | +46.4% | +240.8% | -194.4% | -28.1% |
| All | +336.0% | +637.7% | -301.7% | +35.8% |
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