+33,286.3%
SCCO vs RJF
+9,863.5%
+23,422.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | +6.4% | -2.0% | +8.4% | +7.2% |
| 3M | +21.6% | +16.3% | +5.2% | +13.6% |
| 6M | +13.4% | +16.9% | -3.5% | +5.6% |
| YTD | +52.6% | +10.4% | +42.2% | +45.1% |
| 1Y | +122.4% | +7.4% | +115.0% | +113.5% |
| 3Y | +208.5% | +72.2% | +136.2% | +137.9% |
| 5Y | +353.9% | +105.1% | +248.8% | +219.8% |
| 10Y | +1,187.3% | +430.9% | +756.3% | +492.6% |
| All | +33,286.3% | +9,863.5% | +23,422.8% | +7,286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling