+280.0%
RTX vs SCCO
+1,108.1%
-828.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +2.0% |
| 7D | -2.0% | -2.7% | +0.7% | -1.5% |
| 30D | -11.2% | -0.2% | -11.0% | -11.6% |
| 3M | +12.0% | +17.8% | -5.7% | +6.2% |
| 6M | -3.6% | +2.3% | -5.8% | -6.2% |
| YTD | +9.2% | +41.6% | -32.4% | -3.9% |
| 1Y | +29.7% | +101.9% | -72.2% | +2.6% |
| 3Y | +152.0% | +186.2% | -34.2% | +69.3% |
| 5Y | +165.8% | +309.7% | -143.9% | +48.6% |
| All | +280.0% | +1,108.1% | -828.1% | +36.1% |
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