+250.2%
SCCO vs BURL
-10.8%
+260.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -17.4% | -7.7% | -9.7% | -16.0% |
| 3M | -11.7% | -31.7% | +20.0% | -4.5% |
| 6M | -12.1% | -15.2% | +3.0% | -9.8% |
| YTD | +20.9% | -15.9% | +36.8% | +24.2% |
| 1Y | +31.3% | -14.2% | +45.6% | +33.8% |
| 3Y | +170.3% | +93.5% | +76.8% | +130.6% |
| All | +250.2% | -10.8% | +260.9% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling