+890.4%
SCCO vs RACE
+663.9%
+226.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.6% | +4.9% |
| 7D | -0.9% | +3.9% | -4.8% | -2.5% |
| 30D | -15.0% | +7.4% | -22.5% | -17.6% |
| 3M | -9.1% | +1.6% | -10.7% | -9.9% |
| 6M | -0.9% | +23.3% | -24.2% | -9.8% |
| YTD | +29.7% | +14.7% | +15.0% | +21.1% |
| 1Y | +38.2% | +2.5% | +35.6% | +35.2% |
| 3Y | +191.5% | +28.0% | +163.5% | +145.3% |
| 5Y | +281.7% | +69.8% | +211.9% | +175.2% |
| 10Y | +830.3% | +734.9% | +95.4% | +241.1% |
| All | +890.4% | +663.9% | +226.5% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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