-10.1%
MSCI vs SCCO
+355.0%
-365.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | -1.1% | +2.4% | -3.5% | -1.6% |
| 30D | -1.2% | +6.4% | -7.6% | -2.5% |
| 3M | -8.4% | +21.6% | -30.0% | -12.4% |
| 6M | -1.0% | +13.4% | -14.4% | -4.9% |
| YTD | -2.3% | +52.6% | -54.9% | -14.0% |
| 1Y | -1.2% | +122.4% | -123.5% | -21.9% |
| 3Y | +7.9% | +208.5% | -200.5% | -27.1% |
| 5Y | -10.1% | +353.9% | -364.0% | -47.6% |
| All | -10.1% | +355.0% | -365.0% | -47.6% |
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