+345.3%
SAN vs SCCO
+1,104.1%
-758.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | +0.2% | -2.7% | +2.9% | +1.1% |
| 30D | +0.9% | -0.7% | +1.7% | +0.6% |
| 3M | +19.1% | +8.1% | +11.0% | +13.8% |
| 6M | +33.2% | +4.1% | +29.1% | +28.0% |
| YTD | +29.1% | +41.1% | -12.0% | +5.9% |
| 1Y | +50.2% | +95.6% | -45.3% | +5.6% |
| 3Y | +351.0% | +179.3% | +171.8% | +154.6% |
| 5Y | +394.7% | +308.3% | +86.4% | +121.9% |
| All | +345.3% | +1,104.1% | -758.8% | +14.1% |
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