+585.5%
SCCO vs REPL
-6.0%
+591.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -5.3% | -3.0% | -2.3% | -5.2% |
| 30D | +2.7% | +27.1% | -24.5% | +1.7% |
| 3M | +4.2% | +52.4% | -48.2% | +1.2% |
| 6M | -0.6% | +107.4% | -108.1% | -8.3% |
| YTD | +45.0% | +54.7% | -9.8% | +35.5% |
| 1Y | +109.3% | +158.9% | -49.6% | +86.7% |
| 3Y | +180.8% | -23.7% | +204.5% | +142.8% |
| 5Y | +314.3% | -54.3% | +368.6% | +266.4% |
| All | +585.5% | -6.0% | +591.5% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling