+1,063.5%
SCCO vs SFM
+271.4%
+792.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.7% | -10.6% | +8.0% | -1.7% |
| 30D | -0.7% | -15.5% | +14.7% | +0.7% |
| 3M | +8.1% | -17.4% | +25.5% | +9.7% |
| 6M | +4.1% | -3.4% | +7.5% | +3.5% |
| YTD | +41.1% | -8.7% | +49.8% | +40.8% |
| 1Y | +95.6% | -47.2% | +142.7% | +107.1% |
| 3Y | +179.3% | +82.7% | +96.5% | +148.9% |
| 5Y | +308.3% | +214.3% | +94.0% | +229.8% |
| All | +1,063.5% | +271.4% | +792.1% | +781.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SFM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling