+373.6%
RF vs SCCO
+33,989.4%
-33,615.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.3% | -5.3% | +6.6% | +3.3% |
| 30D | -3.6% | +2.7% | -6.3% | -5.1% |
| 3M | +8.1% | +4.2% | +3.9% | +4.3% |
| 6M | +11.5% | -0.6% | +12.1% | +8.0% |
| YTD | +15.6% | +45.0% | -29.4% | -4.7% |
| 1Y | +15.7% | +109.3% | -93.6% | -18.2% |
| 3Y | +86.9% | +180.8% | -93.9% | +12.6% |
| 5Y | +89.8% | +314.3% | -224.4% | -5.6% |
| 10Y | +344.7% | +1,083.3% | -738.6% | +44.3% |
| All | +373.6% | +33,989.4% | -33,615.8% | -19.5% |
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