+904.4%
SCCO vs TRU
+225.6%
+678.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -2.7% | -9.4% | +6.7% | +0.3% |
| 30D | -0.2% | -4.1% | +3.9% | +0.9% |
| 3M | +17.8% | +13.6% | +4.2% | +11.4% |
| 6M | +2.3% | +3.6% | -1.3% | -0.5% |
| YTD | +41.6% | -9.8% | +51.4% | +42.1% |
| 1Y | +101.9% | -13.6% | +115.5% | +104.3% |
| 3Y | +186.2% | -2.0% | +188.1% | +164.8% |
| 5Y | +309.7% | -35.8% | +345.5% | +335.5% |
| 10Y | +1,094.2% | +142.9% | +951.3% | +724.5% |
| All | +904.4% | +225.6% | +678.9% | +570.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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