+1,449.6%
NET vs SCCO
+676.4%
+773.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -7.0% | -5.3% | -1.7% | -5.4% |
| 30D | -4.8% | +2.7% | -7.5% | -5.8% |
| 3M | +3.8% | +4.2% | -0.4% | +1.6% |
| 6M | +50.0% | -0.6% | +50.7% | +46.8% |
| YTD | +41.5% | +45.0% | -3.5% | +18.7% |
| 1Y | +32.8% | +109.3% | -76.5% | -3.2% |
| 3Y | +335.9% | +180.8% | +155.1% | +174.9% |
| 5Y | +113.8% | +314.3% | -200.4% | +16.9% |
| All | +1,449.6% | +676.4% | +773.2% | +730.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling