-53.4%
S vs SCCO
+296.5%
-349.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.2% | +9.1% | +3.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.5% |
| 30D | -11.8% | -0.2% | -11.6% | -12.2% |
| 3M | +33.9% | +17.8% | +16.2% | +27.1% |
| 6M | +40.1% | +2.3% | +37.8% | +36.5% |
| YTD | +32.1% | +41.6% | -9.5% | +12.1% |
| 1Y | +11.0% | +101.9% | -90.8% | -17.8% |
| 3Y | +16.9% | +186.2% | -169.2% | -28.7% |
| 5Y | -68.9% | +309.7% | -378.6% | -83.9% |
| All | -53.4% | +296.5% | -349.8% | -75.7% |
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