+302.4%
ROIV vs SCCO
+298.7%
+3.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +9.5% | -2.4% | +11.9% | +10.1% |
| 30D | +21.0% | -16.5% | +37.5% | +25.7% |
| 3M | +18.7% | -10.4% | +29.1% | +21.2% |
| 6M | +44.5% | -2.8% | +47.3% | +43.9% |
| YTD | +92.9% | +27.2% | +65.7% | +79.8% |
| 1Y | +100.2% | +33.6% | +66.6% | +84.5% |
| 3Y | +375.0% | +182.4% | +192.6% | +258.9% |
| 5Y | +435.2% | +262.8% | +172.4% | +279.3% |
| All | +302.4% | +298.7% | +3.7% | +184.4% |
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