+180.2%
SCCO vs USFR
+14.1%
+166.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.6% |
| 30D | -0.2% | +0.3% | -0.5% | +0.3% |
| 3M | +17.8% | +1.0% | +16.8% | +19.5% |
| 6M | +2.3% | +1.9% | +0.3% | +3.7% |
| YTD | +41.6% | +2.7% | +38.9% | +42.6% |
| 1Y | +101.9% | +4.0% | +97.9% | +101.1% |
| All | +180.2% | +14.1% | +166.1% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling