+345.9%
RF vs SCCO
+29,800.4%
-29,454.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -1.3% | -2.4% | +1.0% | -0.6% |
| 30D | +4.6% | -16.5% | +21.1% | +11.3% |
| 3M | -8.4% | -10.4% | +1.9% | -6.0% |
| 6M | +8.9% | -2.8% | +11.6% | +6.4% |
| YTD | +8.8% | +27.2% | -18.3% | -6.8% |
| 1Y | +18.9% | +33.6% | -14.7% | -0.2% |
| 3Y | +116.0% | +182.4% | -66.4% | +28.3% |
| 5Y | +46.0% | +262.8% | -216.7% | -24.1% |
| 10Y | +231.7% | +724.4% | -492.7% | +22.1% |
| All | +345.9% | +29,800.4% | -29,454.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling