-70.6%
S vs SCCO
+355.0%
-425.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -1.2% | +2.4% | -3.7% | -1.9% |
| 30D | -12.6% | +6.4% | -19.0% | -14.2% |
| 3M | +27.6% | +21.6% | +6.0% | +20.3% |
| 6M | +35.5% | +13.4% | +22.1% | +28.7% |
| YTD | +29.6% | +52.6% | -23.0% | +8.0% |
| 1Y | +8.1% | +122.4% | -114.3% | -22.3% |
| 3Y | +14.8% | +208.5% | -193.7% | -31.8% |
| 5Y | -70.6% | +353.9% | -424.5% | -85.2% |
| All | -70.6% | +355.0% | -425.5% | -85.2% |
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