+899.4%
SCCO vs BURL
+970.5%
-71.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.5% |
| 7D | -4.8% | +4.1% | -8.9% | -5.7% |
| 30D | -15.8% | -9.5% | -6.3% | -14.0% |
| 3M | -10.9% | -33.5% | +22.6% | -3.3% |
| 6M | -5.1% | -22.1% | +17.0% | -0.8% |
| YTD | +23.2% | -14.6% | +37.8% | +26.1% |
| 1Y | +30.7% | -8.4% | +39.1% | +31.1% |
| 3Y | +164.1% | +86.6% | +77.5% | +123.5% |
| 5Y | +271.3% | -17.2% | +288.5% | +257.1% |
| 10Y | +860.5% | +256.4% | +604.1% | +590.3% |
| All | +899.4% | +970.5% | -71.2% | +555.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling