-18.3%
RUN vs SCCO
+1,070.7%
-1,089.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -1.8% | +2.4% | -4.2% | -3.2% |
| 30D | -10.8% | +6.4% | -17.3% | -14.8% |
| 3M | -30.2% | +21.6% | -51.7% | -38.9% |
| 6M | -22.3% | +13.4% | -35.7% | -29.9% |
| YTD | -52.2% | +52.6% | -104.8% | -65.8% |
| 1Y | -45.1% | +122.4% | -167.5% | -69.4% |
| 3Y | -37.1% | +208.5% | -245.6% | -71.2% |
| 5Y | -80.3% | +353.9% | -434.2% | -93.0% |
| 10Y | +45.2% | +1,187.3% | -1,142.0% | -69.8% |
| All | -18.3% | +1,070.7% | -1,089.0% | -82.9% |
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