+250.2%
SCCO vs ARWR
-34.9%
+285.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -1.9% | -17.8% | +15.9% | +0.7% |
| 30D | -17.4% | -18.1% | +0.7% | -15.1% |
| 3M | -11.7% | -44.2% | +32.5% | -3.9% |
| 6M | -12.1% | -38.6% | +26.5% | -6.1% |
| YTD | +20.9% | -28.0% | +48.9% | +25.6% |
| 1Y | +31.3% | +16.1% | +15.2% | +26.8% |
| 3Y | +170.3% | +84.0% | +86.3% | +129.4% |
| All | +250.2% | -34.9% | +285.0% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling