+302.0%
ROIV vs SCCO
+378.6%
-76.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +22.3% | +2.4% | +19.9% | +21.8% |
| 30D | +16.9% | +6.4% | +10.4% | +15.2% |
| 3M | +43.9% | +21.6% | +22.4% | +37.2% |
| 6M | +41.6% | +13.4% | +28.2% | +36.1% |
| YTD | +92.7% | +52.6% | +40.0% | +73.0% |
| 1Y | +210.2% | +122.4% | +87.8% | +155.3% |
| 3Y | +231.8% | +208.5% | +23.4% | +146.2% |
| 5Y | +319.8% | +353.9% | -34.1% | +185.8% |
| All | +302.0% | +378.6% | -76.5% | +173.6% |
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