+79.9%
PL vs SCCO
+284.6%
-204.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -4.3% |
| 7D | -7.5% | +3.4% | -11.0% | -9.2% |
| 30D | -25.6% | +6.6% | -32.2% | -28.5% |
| 3M | -45.6% | +24.5% | -70.1% | -52.2% |
| 6M | -29.5% | +16.5% | -46.0% | -35.5% |
| YTD | -9.7% | +52.1% | -61.8% | -28.4% |
| 1Y | +84.4% | +114.2% | -29.8% | +22.9% |
| 3Y | +550.0% | +207.4% | +342.6% | +261.6% |
| 5Y | +79.0% | +353.7% | -274.7% | -12.3% |
| All | +79.9% | +284.6% | -204.7% | -11.8% |
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