+72.6%
SCCO vs IRE
-82.8%
+155.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.2% | -5.3% | +3.9% |
| 7D | +3.4% | +58.9% | -55.5% | -1.7% |
| 30D | +6.6% | +17.2% | -10.6% | +3.6% |
| 3M | +24.5% | -58.6% | +83.1% | +29.5% |
| 6M | +16.5% | -23.5% | +40.0% | +9.4% |
| YTD | +52.1% | -47.4% | +99.6% | +46.8% |
| All | +72.6% | -82.8% | +155.4% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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