+42.4%
SCCO vs IRE
-97.7%
+140.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.8% | +12.6% | -1.6% |
| 7D | -1.8% | -41.9% | +40.1% | +2.0% |
| 30D | -17.8% | -75.1% | +57.3% | -8.2% |
| 3M | -12.5% | -82.4% | +69.9% | -0.4% |
| 6M | -4.1% | -95.5% | +91.5% | +18.8% |
| YTD | +25.5% | -93.1% | +118.6% | +43.6% |
| 1Y | +31.0% | -97.8% | +128.8% | +55.3% |
| All | +42.4% | -97.7% | +140.1% | +67.1% |
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