+50.7%
O vs SCCO
+1,104.1%
-1,053.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.5% |
| 30D | -4.5% | -0.7% | -3.8% | -4.6% |
| 3M | -2.6% | +8.1% | -10.7% | -4.5% |
| 6M | -5.6% | +4.1% | -9.7% | -7.6% |
| YTD | +9.3% | +41.1% | -31.9% | +0.2% |
| 1Y | +4.3% | +95.6% | -91.3% | -10.6% |
| 3Y | +27.4% | +179.3% | -151.8% | -2.2% |
| 5Y | +17.1% | +308.3% | -291.3% | -20.5% |
| All | +50.7% | +1,104.1% | -1,053.3% | -28.4% |
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 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