+420.8%
RSG vs SCCO
+1,104.1%
-683.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | 0.0% | -2.7% | +2.7% | +0.2% |
| 30D | +4.0% | -0.7% | +4.7% | +3.9% |
| 3M | +7.4% | +8.1% | -0.7% | +6.1% |
| 6M | +0.1% | +4.1% | -4.0% | -1.2% |
| YTD | +6.0% | +41.1% | -35.1% | -0.1% |
| 1Y | -3.0% | +95.6% | -98.5% | -13.0% |
| 3Y | +56.5% | +179.3% | -122.8% | +29.2% |
| 5Y | +90.9% | +308.3% | -217.4% | +42.8% |
| All | +420.8% | +1,104.1% | -683.2% | +199.9% |
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 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