+844.5%
MSCI vs SCCO
+682.0%
+162.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.6% |
| 7D | +2.7% | -1.9% | +4.6% | +3.1% |
| 30D | +17.4% | -17.4% | +34.8% | +22.5% |
| 3M | +14.8% | -11.7% | +26.5% | +17.0% |
| 6M | +16.1% | -12.1% | +28.2% | +16.9% |
| YTD | +16.0% | +20.9% | -4.9% | +3.3% |
| 1Y | +16.4% | +31.3% | -14.9% | +0.9% |
| 3Y | +35.3% | +170.3% | -135.0% | -13.1% |
| 5Y | +6.6% | +240.8% | -234.2% | -38.6% |
| All | +844.5% | +682.0% | +162.5% | +255.4% |
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