+309.7%
SCCO vs GAP
+3.0%
+306.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.1% | -5.1% | -6.9% |
| 7D | -2.7% | -6.3% | +3.6% | -1.6% |
| 30D | -0.2% | -0.2% | +0.1% | -0.5% |
| 3M | +17.8% | 0.0% | +17.7% | +17.2% |
| 6M | +2.3% | -8.1% | +10.4% | +3.0% |
| YTD | +41.6% | -16.5% | +58.1% | +44.3% |
| 1Y | +101.9% | -10.5% | +112.3% | +102.8% |
| 3Y | +186.2% | +104.0% | +82.2% | +141.8% |
| 5Y | +309.7% | +6.8% | +302.9% | +246.5% |
| All | +309.7% | +3.0% | +306.7% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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