+569.5%
SCCO vs REPL
-17.3%
+586.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.4% | +1.1% | -6.9% |
| 7D | -2.7% | -13.4% | +10.7% | -2.2% |
| 30D | -0.2% | -3.0% | +2.8% | -0.1% |
| 3M | +17.8% | +56.3% | -38.6% | +14.1% |
| 6M | +2.3% | +60.9% | -58.6% | -4.5% |
| YTD | +41.6% | +36.2% | +5.4% | +32.9% |
| 1Y | +101.9% | +121.0% | -19.2% | +81.2% |
| 3Y | +186.2% | -32.8% | +219.0% | +148.5% |
| 5Y | +309.7% | -58.7% | +368.3% | +262.7% |
| All | +569.5% | -17.3% | +586.8% | +405.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling