+1,067.4%
SCCO vs CAPR
-78.6%
+1,146.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.9% | -3.3% | -7.2% |
| 7D | -2.7% | -10.6% | +7.9% | -2.5% |
| 30D | -0.2% | +111.2% | -111.4% | -2.0% |
| 3M | +17.8% | -67.2% | +85.0% | +18.8% |
| 6M | +2.3% | -75.1% | +77.4% | +3.6% |
| YTD | +41.6% | -71.2% | +112.8% | +43.0% |
| 1Y | +101.9% | +31.1% | +70.8% | +89.2% |
| 3Y | +186.2% | +31.3% | +154.8% | +159.3% |
| 5Y | +309.7% | +69.4% | +240.3% | +264.4% |
| All | +1,067.4% | -78.6% | +1,146.0% | +925.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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