+810.5%
SCCO vs FIVE
+846.9%
-36.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -1.9% | +2.7% | -4.6% | -2.5% |
| 30D | -17.4% | +12.7% | -30.1% | -19.6% |
| 3M | -11.7% | +2.1% | -13.7% | -12.3% |
| 6M | -12.1% | +17.5% | -29.6% | -15.7% |
| YTD | +20.9% | +31.0% | -10.1% | +13.0% |
| 1Y | +31.3% | +67.7% | -36.4% | +16.4% |
| 3Y | +170.3% | +43.4% | +126.9% | +133.7% |
| 5Y | +240.8% | +18.1% | +222.7% | +198.1% |
| 10Y | +683.6% | +508.8% | +174.9% | +395.1% |
| All | +810.5% | +846.9% | -36.5% | +428.9% |
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