+52.4%
RSP vs SCCO
+199.6%
-147.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.8% | +2.4% | -4.3% | -2.2% |
| 30D | -2.5% | +6.4% | -8.9% | -3.6% |
| 3M | +3.0% | +21.6% | -18.6% | -0.7% |
| 6M | +8.9% | +13.4% | -4.5% | +5.5% |
| YTD | +13.0% | +52.6% | -39.7% | +2.4% |
| 1Y | +16.2% | +122.4% | -106.1% | -2.9% |
| All | +52.4% | +199.6% | -147.2% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling