+8.2%
MSCI vs SCCO
+271.3%
-263.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.1% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | +16.2% | -17.8% | +34.0% | +19.7% |
| 3M | +17.1% | -12.5% | +29.6% | +18.8% |
| 6M | +13.0% | -4.1% | +17.1% | +11.7% |
| YTD | +15.8% | +25.5% | -9.7% | +4.6% |
| 1Y | +15.5% | +31.0% | -15.5% | +3.0% |
| 3Y | +32.3% | +178.7% | -146.4% | -12.3% |
| 5Y | +8.2% | +279.7% | -271.5% | -37.9% |
| All | +8.2% | +271.3% | -263.1% | -37.9% |
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 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