+235.9%
ROIV vs SCCO
+354.5%
-118.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -5.3% | +5.9% | +1.8% |
| 30D | +1.0% | +2.7% | -1.7% | +0.2% |
| 3M | +18.3% | +4.2% | +14.1% | +16.4% |
| 6M | +18.3% | -0.6% | +19.0% | +16.8% |
| YTD | +61.0% | +45.0% | +16.0% | +46.0% |
| 1Y | +177.9% | +109.3% | +68.6% | +131.4% |
| 3Y | +199.1% | +180.8% | +18.3% | +126.3% |
| 5Y | +250.7% | +314.3% | -63.6% | +141.6% |
| All | +235.9% | +354.5% | -118.7% | +130.9% |
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