+24.5%
Q vs SCCO
+34.3%
-9.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.1% | -2.2% |
| 7D | +1.2% | -1.9% | +3.1% | +2.4% |
| 30D | -2.7% | -17.4% | +14.7% | +8.3% |
| 3M | -16.9% | -11.7% | -5.3% | -11.8% |
| 6M | -26.9% | -12.1% | -14.7% | -22.8% |
| YTD | +45.2% | +20.9% | +24.3% | +30.7% |
| 1Y | +38.1% | +31.3% | +6.8% | +20.4% |
| All | +24.5% | +34.3% | -9.8% | +8.2% |
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