+418.8%
META vs SCCO
+1,159.3%
-740.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.3% | +6.2% | +6.5% |
| 7D | +10.3% | +2.4% | +7.8% | +9.4% |
| 30D | +9.9% | +6.4% | +3.5% | +7.5% |
| 3M | +11.9% | +21.6% | -9.6% | +4.5% |
| 6M | +1.2% | +13.4% | -12.3% | -4.4% |
| YTD | -0.8% | +52.6% | -53.4% | -15.5% |
| 1Y | -14.3% | +122.4% | -136.7% | -35.5% |
| 3Y | +121.4% | +208.5% | -87.1% | +45.0% |
| 5Y | +74.5% | +353.9% | -279.5% | -2.1% |
| 10Y | +418.8% | +1,187.3% | -768.4% | +105.9% |
| All | +418.8% | +1,159.3% | -740.5% | +105.9% |
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