+178.7%
SCCO vs FIVE
+43.9%
+134.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -1.8% | +7.3% | -9.1% | -3.5% |
| 30D | -17.8% | +18.1% | -35.8% | -21.1% |
| 3M | -12.5% | +7.7% | -20.2% | -14.3% |
| 6M | -4.1% | +13.6% | -17.7% | -7.8% |
| YTD | +25.5% | +34.6% | -9.1% | +15.8% |
| 1Y | +31.0% | +66.2% | -35.3% | +15.1% |
| 3Y | +178.7% | +43.5% | +135.2% | +105.3% |
| All | +178.7% | +43.9% | +134.8% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling