+1,063.5%
SCCO vs RJF
+429.3%
+634.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.7% | -2.7% | +0.1% | -1.2% |
| 30D | -0.7% | -4.3% | +3.5% | +1.4% |
| 3M | +8.1% | +15.7% | -7.6% | -0.3% |
| 6M | +4.1% | +17.8% | -13.7% | -5.1% |
| YTD | +41.1% | +9.2% | +32.0% | +33.3% |
| 1Y | +95.6% | +2.8% | +92.8% | +90.0% |
| 3Y | +179.3% | +69.5% | +109.8% | +100.8% |
| 5Y | +308.3% | +105.9% | +202.4% | +155.5% |
| All | +1,063.5% | +429.3% | +634.3% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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