+162.9%
RTX vs SCCO
+355.0%
-192.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -1.6% | +2.4% | -4.1% | -1.9% |
| 30D | -11.6% | +6.4% | -18.0% | -12.3% |
| 3M | +9.2% | +21.6% | -12.4% | +6.1% |
| 6M | -4.4% | +13.4% | -17.8% | -6.7% |
| YTD | +8.9% | +52.6% | -43.7% | +1.9% |
| 1Y | +32.1% | +122.4% | -90.3% | +17.4% |
| 3Y | +151.2% | +208.5% | -57.2% | +106.5% |
| 5Y | +162.9% | +353.9% | -191.0% | +96.0% |
| All | +162.9% | +355.0% | -192.1% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling