+1,067.4%
SCCO vs SFM
+268.6%
+798.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.2% | -6.0% | -7.1% |
| 7D | -2.7% | -8.8% | +6.1% | -2.0% |
| 30D | -0.2% | -14.5% | +14.3% | +1.1% |
| 3M | +17.8% | -16.8% | +34.6% | +19.4% |
| 6M | +2.3% | -5.3% | +7.6% | +1.8% |
| YTD | +41.6% | -9.4% | +51.0% | +41.4% |
| 1Y | +101.9% | -46.2% | +148.0% | +113.3% |
| 3Y | +186.2% | +81.3% | +104.9% | +155.2% |
| 5Y | +309.7% | +211.9% | +97.8% | +231.1% |
| All | +1,067.4% | +268.6% | +798.9% | +784.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling