+1,103.3%
RSP vs SCCO
+26,642.5%
-25,539.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.8% | +2.4% | -4.3% | -2.6% |
| 30D | -2.5% | +6.4% | -8.9% | -4.6% |
| 3M | +3.0% | +21.6% | -18.6% | -3.7% |
| 6M | +8.9% | +13.4% | -4.5% | +2.7% |
| YTD | +13.0% | +52.6% | -39.7% | -3.8% |
| 1Y | +16.2% | +122.4% | -106.1% | -12.2% |
| 3Y | +52.7% | +208.5% | -155.8% | +0.6% |
| 5Y | +50.5% | +353.9% | -303.4% | -14.9% |
| 10Y | +209.8% | +1,187.3% | -977.4% | +20.3% |
| All | +1,103.3% | +26,642.5% | -25,539.2% | +142.7% |
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 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