+1,063.5%
SCCO vs USFR
+28.1%
+1,035.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -0.7% | +0.4% | -1.1% | -1.0% |
| 3M | +8.1% | +1.0% | +7.0% | +7.2% |
| 6M | +4.1% | +2.0% | +2.1% | +2.3% |
| YTD | +41.1% | +2.8% | +38.4% | +37.6% |
| 1Y | +95.6% | +4.1% | +91.5% | +88.3% |
| 3Y | +179.3% | +14.1% | +165.1% | +147.6% |
| 5Y | +308.3% | +20.6% | +287.7% | +243.5% |
| All | +1,063.5% | +28.1% | +1,035.4% | +859.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling