+691.4%
SCCO vs BURL
+247.8%
+443.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.9% |
| 7D | -1.8% | +5.9% | -7.7% | -3.1% |
| 30D | -17.8% | -8.3% | -9.4% | -16.1% |
| 3M | -12.5% | -31.6% | +19.1% | -4.8% |
| 6M | -4.1% | -16.6% | +12.5% | -1.0% |
| YTD | +25.5% | -12.1% | +37.6% | +27.8% |
| 1Y | +31.0% | -10.0% | +40.9% | +32.0% |
| 3Y | +178.7% | +94.3% | +84.4% | +129.0% |
| 5Y | +279.7% | -13.2% | +292.9% | +261.4% |
| 10Y | +691.4% | +252.5% | +438.9% | +432.7% |
| All | +691.4% | +247.8% | +443.6% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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