+180.2%
SCCO vs RJF
+69.1%
+111.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.8% |
| 7D | -2.7% | -4.2% | +1.5% | -1.0% |
| 30D | -0.2% | -3.6% | +3.4% | +1.2% |
| 3M | +17.8% | +15.6% | +2.1% | +10.5% |
| 6M | +2.3% | +17.6% | -15.3% | -4.9% |
| YTD | +41.6% | +9.2% | +32.4% | +35.2% |
| 1Y | +101.9% | +5.5% | +96.4% | +94.7% |
| All | +180.2% | +69.1% | +111.1% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling