+696.9%
P vs SCCO
+1,159.3%
-462.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.2% |
| 7D | +5.0% | +2.4% | +2.6% | +3.8% |
| 30D | -0.9% | +6.4% | -7.4% | -4.5% |
| 3M | +38.7% | +21.6% | +17.1% | +26.0% |
| 6M | +54.4% | +13.4% | +41.0% | +41.9% |
| YTD | +44.8% | +52.6% | -7.8% | +14.3% |
| 1Y | +22.5% | +122.4% | -99.8% | -19.5% |
| 3Y | +148.2% | +208.5% | -60.2% | +35.5% |
| 5Y | +268.9% | +353.9% | -85.0% | +60.6% |
| 10Y | +696.9% | +1,187.3% | -490.4% | +100.8% |
| All | +696.9% | +1,159.3% | -462.5% | +100.8% |
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