+1,063.5%
SCCO vs RNG
+222.9%
+840.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.7% | -6.1% | +3.4% | -2.0% |
| 30D | -0.7% | +9.6% | -10.3% | -1.9% |
| 3M | +8.1% | +83.3% | -75.2% | 0.0% |
| 6M | +4.1% | +77.9% | -73.8% | -4.2% |
| YTD | +41.1% | +139.9% | -98.8% | +23.3% |
| 1Y | +95.6% | +121.7% | -26.1% | +72.3% |
| 3Y | +179.3% | +121.9% | +57.4% | +141.2% |
| 5Y | +308.3% | -68.4% | +376.7% | +309.1% |
| All | +1,063.5% | +222.9% | +840.7% | +579.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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