+353.9%
SCCO vs REPL
-53.9%
+407.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +2.4% | -9.6% | +12.0% | +2.6% |
| 30D | +6.4% | +5.7% | +0.7% | +6.3% |
| 3M | +21.6% | +56.4% | -34.8% | +20.4% |
| 6M | +13.4% | +67.4% | -54.0% | +10.8% |
| YTD | +52.6% | +48.7% | +4.0% | +49.3% |
| 1Y | +122.4% | +148.3% | -25.9% | +113.9% |
| 3Y | +208.5% | -26.7% | +235.1% | +196.3% |
| 5Y | +353.9% | -54.1% | +408.0% | +325.3% |
| All | +353.9% | -53.9% | +407.8% | +325.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling