+1,184.1%
SCCO vs SFM
+117.5%
+1,066.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.5% | +11.4% | +5.7% |
| 7D | +3.4% | -5.8% | +9.3% | +4.1% |
| 30D | +6.6% | -11.4% | +18.0% | +7.9% |
| 3M | +24.5% | -12.2% | +36.7% | +25.8% |
| 6M | +16.5% | -5.2% | +21.7% | +16.0% |
| YTD | +52.1% | -4.5% | +56.6% | +51.0% |
| 1Y | +114.2% | -45.4% | +159.6% | +127.7% |
| 3Y | +207.4% | +91.1% | +116.3% | +168.5% |
| 5Y | +353.7% | +226.8% | +126.9% | +255.5% |
| 10Y | +1,144.5% | +291.9% | +852.6% | +788.9% |
| All | +1,184.1% | +117.5% | +1,066.7% | +895.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling