+1,067.4%
SCCO vs ARWR
+1,080.6%
-13.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.2% |
| 7D | -2.7% | -4.3% | +1.6% | -2.2% |
| 30D | -0.2% | -7.3% | +7.1% | +0.6% |
| 3M | +17.8% | +17.0% | +0.8% | +15.5% |
| 6M | +2.3% | +39.8% | -37.5% | -1.7% |
| YTD | +41.6% | +24.7% | +16.9% | +37.5% |
| 1Y | +101.9% | +186.5% | -84.6% | +79.0% |
| 3Y | +186.2% | +176.8% | +9.4% | +143.6% |
| 5Y | +309.7% | +29.3% | +280.3% | +261.8% |
| All | +1,067.4% | +1,080.6% | -13.2% | +820.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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