+353.7%
SCCO vs FIVE
+38.7%
+315.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.8% |
| 7D | +3.4% | +3.7% | -0.2% | +2.5% |
| 30D | +6.6% | +4.0% | +2.6% | +5.5% |
| 3M | +24.5% | +36.2% | -11.7% | +15.5% |
| 6M | +16.5% | +18.0% | -1.5% | +11.3% |
| YTD | +52.1% | +34.9% | +17.2% | +40.9% |
| 1Y | +114.2% | +67.9% | +46.3% | +88.8% |
| 3Y | +207.4% | +57.3% | +150.1% | +154.8% |
| 5Y | +353.7% | +39.5% | +314.2% | +273.8% |
| All | +353.7% | +38.7% | +315.1% | +273.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling