+905.0%
SCCO vs BURL
+992.7%
-87.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -18.1% | -4.3% | -13.7% | -17.4% |
| 3M | -12.8% | -28.8% | +15.9% | -6.7% |
| 6M | -8.5% | -12.8% | +4.3% | -6.6% |
| YTD | +23.9% | -12.8% | +36.7% | +26.3% |
| 1Y | +30.0% | -12.3% | +42.2% | +31.7% |
| 3Y | +175.2% | +92.7% | +82.5% | +131.4% |
| 5Y | +249.4% | -6.5% | +255.9% | +228.1% |
| 10Y | +703.4% | +245.7% | +457.6% | +478.6% |
| All | +905.0% | +992.7% | -87.7% | +556.3% |
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