+1,832.9%
SCCO vs BR
+1,282.8%
+550.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.3% |
| 7D | -2.7% | -6.0% | +3.3% | +0.8% |
| 30D | -0.2% | -0.9% | +0.7% | +0.1% |
| 3M | +17.8% | +16.4% | +1.4% | +5.7% |
| 6M | +2.3% | -8.2% | +10.4% | +5.2% |
| YTD | +41.6% | -23.2% | +64.8% | +59.5% |
| 1Y | +101.9% | -30.9% | +132.8% | +142.3% |
| 3Y | +186.2% | -5.0% | +191.2% | +172.4% |
| 5Y | +309.7% | +8.8% | +300.9% | +243.7% |
| 10Y | +1,094.2% | +190.1% | +904.2% | +360.2% |
| All | +1,832.9% | +1,282.8% | +550.1% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 all: compounded portfolio wealth divided by compounded BR 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…
all analysis · Full analysis span regression · 6 months rolling