+310.9%
SCCO vs NTRS
+93.2%
+217.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -2.7% | +1.4% | -4.0% | -3.4% |
| 30D | -0.7% | -0.7% | -0.1% | -0.6% |
| 3M | +8.1% | +11.3% | -3.2% | +2.4% |
| 6M | +4.1% | +35.5% | -31.4% | -10.1% |
| YTD | +41.1% | +40.6% | +0.5% | +19.4% |
| 1Y | +95.6% | +49.2% | +46.3% | +60.7% |
| 3Y | +179.3% | +167.2% | +12.0% | +69.6% |
| All | +310.9% | +93.2% | +217.7% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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