+213.6%
RF vs SCCO
+682.0%
-468.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +2.2% |
| 7D | +1.9% | -1.9% | +3.8% | +2.6% |
| 30D | +7.3% | -17.4% | +24.7% | +14.9% |
| 3M | -7.9% | -11.7% | +3.7% | -5.0% |
| 6M | +10.5% | -12.1% | +22.6% | +12.0% |
| YTD | +9.6% | +20.9% | -11.2% | -6.7% |
| 1Y | +20.3% | +31.3% | -11.0% | -1.6% |
| 3Y | +119.5% | +170.3% | -50.8% | +16.6% |
| 5Y | +48.2% | +240.8% | -192.6% | -34.2% |
| All | +213.6% | +682.0% | -468.4% | -21.2% |
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