+2,800.3%
MSCI vs SCCO
+906.4%
+1,894.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +3.0% | -1.9% | +4.9% | +3.5% |
| 30D | +17.8% | -17.4% | +35.2% | +24.6% |
| 3M | +15.2% | -11.7% | +26.8% | +18.1% |
| 6M | +16.5% | -12.1% | +28.6% | +17.4% |
| YTD | +16.4% | +20.9% | -4.5% | +1.6% |
| 1Y | +16.8% | +31.3% | -14.5% | -1.2% |
| 3Y | +35.8% | +170.3% | -134.6% | -16.8% |
| 5Y | +7.0% | +240.8% | -233.8% | -41.5% |
| 10Y | +818.6% | +683.6% | +134.9% | +234.3% |
| All | +2,800.3% | +906.4% | +1,894.0% | +586.3% |
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