+316.5%
ROIV vs SCCO
+339.1%
-22.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.9% | +13.8% | +17.5% |
| 7D | +20.2% | +3.4% | +16.7% | +19.3% |
| 30D | +14.1% | +6.6% | +7.5% | +12.3% |
| 3M | +45.6% | +24.5% | +21.1% | +37.2% |
| 6M | +44.1% | +16.5% | +27.6% | +37.0% |
| YTD | +91.2% | +52.1% | +39.0% | +69.3% |
| 1Y | +221.3% | +114.2% | +107.1% | +159.5% |
| 3Y | +229.2% | +207.4% | +21.8% | +131.3% |
| 5Y | +316.5% | +353.7% | -37.3% | +168.5% |
| All | +316.5% | +339.1% | -22.6% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling