+992.0%
SCCO vs FIVE
+868.1%
+123.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.5% |
| 7D | -5.3% | +4.3% | -9.5% | -6.2% |
| 30D | +2.7% | +12.5% | -9.8% | -0.1% |
| 3M | +4.2% | +31.2% | -27.0% | -2.1% |
| 6M | -0.6% | +14.4% | -15.0% | -4.2% |
| YTD | +45.0% | +33.9% | +11.1% | +35.0% |
| 1Y | +109.3% | +65.1% | +44.3% | +86.1% |
| 3Y | +180.8% | +49.0% | +131.8% | +140.8% |
| 5Y | +314.3% | +30.3% | +284.0% | +254.6% |
| 10Y | +1,083.3% | +481.1% | +602.2% | +649.8% |
| All | +992.0% | +868.1% | +123.8% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling