+2,417.1%
MSCI vs SCCO
+1,107.0%
+1,310.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.4% | -5.3% | +5.7% | +2.1% |
| 30D | +0.6% | +2.7% | -2.1% | -0.8% |
| 3M | -7.1% | +4.2% | -11.3% | -10.2% |
| 6M | +0.8% | -0.6% | +1.5% | -2.5% |
| YTD | +1.0% | +45.0% | -44.0% | -16.0% |
| 1Y | +4.3% | +109.3% | -105.0% | -24.6% |
| 3Y | +9.9% | +180.8% | -170.8% | -32.3% |
| 5Y | -6.8% | +314.3% | -321.0% | -52.0% |
| 10Y | +614.7% | +1,083.3% | -468.7% | +125.4% |
| All | +2,417.1% | +1,107.0% | +1,310.1% | +467.4% |
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 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