+109.3%
SCCO vs USFR
+4.0%
+105.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.2% |
| 7D | -5.3% | +0.1% | -5.3% | -4.6% |
| 30D | +2.7% | +0.3% | +2.4% | +6.9% |
| 3M | +4.2% | +1.0% | +3.2% | +20.6% |
| 6M | -0.6% | +1.9% | -2.6% | +18.5% |
| YTD | +45.0% | +2.6% | +42.4% | +69.2% |
| 1Y | +109.3% | +4.0% | +105.3% | +150.1% |
| All | +109.3% | +4.0% | +105.3% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling