+171.9%
SAP vs SCCO
+1,104.1%
-932.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.1% | -2.7% | -1.4% | -3.6% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | +26.1% | +8.1% | +18.0% | +22.7% |
| 6M | +9.8% | +4.1% | +5.7% | +6.6% |
| YTD | -13.6% | +41.1% | -54.7% | -24.2% |
| 1Y | -18.7% | +95.6% | -114.2% | -35.3% |
| 3Y | +54.1% | +179.3% | -125.1% | +6.6% |
| 5Y | +54.7% | +308.3% | -253.6% | -8.2% |
| All | +171.9% | +1,104.1% | -932.2% | +18.7% |
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