+40.3%
RUN vs SCCO
+1,104.1%
-1,063.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -3.7% | -2.7% | -1.1% | -2.3% |
| 30D | -13.0% | -0.7% | -12.3% | -13.5% |
| 3M | -31.8% | +8.1% | -39.9% | -36.3% |
| 6M | -32.2% | +4.1% | -36.3% | -36.0% |
| YTD | -53.5% | +41.1% | -94.6% | -65.9% |
| 1Y | -46.5% | +95.6% | -142.1% | -68.8% |
| 3Y | -37.6% | +179.3% | -216.9% | -71.3% |
| 5Y | -80.9% | +308.3% | -389.2% | -93.3% |
| All | +40.3% | +1,104.1% | -1,063.7% | -76.4% |
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