+93.1%
META vs SCCO
+279.1%
-186.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +3.7% |
| 7D | +5.7% | -0.9% | +6.6% | +6.0% |
| 30D | -10.8% | -15.0% | +4.3% | -6.8% |
| 3M | +8.4% | -9.1% | +17.5% | +10.5% |
| 6M | +5.4% | -0.9% | +6.3% | +3.6% |
| YTD | -2.6% | +29.7% | -32.3% | -13.7% |
| 1Y | +3.5% | +38.2% | -34.7% | -10.4% |
| 3Y | +102.0% | +191.5% | -89.5% | +28.4% |
| 5Y | +93.1% | +281.7% | -188.7% | +5.6% |
| All | +93.1% | +279.1% | -186.0% | +5.6% |
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