+1,067.4%
SCCO vs RL
+308.3%
+759.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.5% | -7.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.0% |
| 30D | -0.2% | -15.3% | +15.2% | +6.0% |
| 3M | +17.8% | -10.3% | +28.1% | +22.3% |
| 6M | +2.3% | -2.2% | +4.5% | +2.7% |
| YTD | +41.6% | -4.3% | +45.9% | +43.0% |
| 1Y | +101.9% | +8.9% | +93.0% | +94.3% |
| 3Y | +186.2% | +201.4% | -15.3% | +83.4% |
| 5Y | +309.7% | +230.6% | +79.1% | +144.1% |
| All | +1,067.4% | +308.3% | +759.1% | +533.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling