-81.4%
RUN vs SCCO
+303.5%
-384.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.1% |
| YTD | -53.5% | +41.1% | -94.6% | -66.7% |
| 1Y | -46.5% | +95.6% | -142.1% | -70.2% |
| 3Y | -37.6% | +179.3% | -216.9% | -73.6% |
| All | -81.4% | +303.5% | -384.9% | -93.8% |
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