+2,785.5%
MSCI vs SCCO
+944.9%
+1,840.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.6% |
| 7D | +2.7% | -1.8% | +4.5% | +3.2% |
| 30D | +16.2% | -17.8% | +34.0% | +23.1% |
| 3M | +17.1% | -12.5% | +29.6% | +20.4% |
| 6M | +13.0% | -4.1% | +17.1% | +10.6% |
| YTD | +15.8% | +25.5% | -9.7% | -0.1% |
| 1Y | +15.5% | +31.0% | -15.5% | -2.1% |
| 3Y | +32.3% | +178.7% | -146.4% | -19.6% |
| 5Y | +8.2% | +279.7% | -271.5% | -43.1% |
| 10Y | +800.7% | +691.4% | +109.3% | +227.4% |
| All | +2,785.5% | +944.9% | +1,840.6% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling