+1,099.4%
SCCO vs USFR
+27.6%
+1,071.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | +6.6% | +0.3% | +6.3% | +6.4% |
| 3M | +24.5% | +1.0% | +23.5% | +23.7% |
| 6M | +16.5% | +1.9% | +14.6% | +15.0% |
| YTD | +52.1% | +2.7% | +49.5% | +49.4% |
| 1Y | +114.2% | +4.0% | +110.1% | +108.4% |
| 3Y | +207.4% | +14.0% | +193.4% | +181.0% |
| 5Y | +353.7% | +20.4% | +333.3% | +299.6% |
| 10Y | +1,144.5% | +28.1% | +1,116.5% | +954.3% |
| All | +1,099.4% | +27.6% | +1,071.9% | +873.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling