+211.0%
RSP vs SCCO
+682.0%
-471.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.8% |
| 7D | +2.4% | -1.9% | +4.3% | +2.8% |
| 30D | +4.3% | -17.4% | +21.7% | +9.3% |
| 3M | -0.3% | -11.7% | +11.3% | +2.1% |
| 6M | +9.8% | -12.1% | +21.9% | +11.4% |
| YTD | +16.8% | +20.9% | -4.0% | +5.6% |
| 1Y | +19.5% | +31.3% | -11.8% | +5.2% |
| 3Y | +65.1% | +170.3% | -105.2% | +9.9% |
| 5Y | +48.7% | +240.8% | -192.1% | -12.1% |
| All | +211.0% | +682.0% | -471.0% | +27.0% |
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