+5.7%
SCHG vs SCCO
+43.8%
-38.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.7% | +1.0% |
| 7D | -2.5% | -7.9% | +5.4% | -1.3% |
| 30D | -5.4% | -13.0% | +7.6% | -3.5% |
| 3M | -2.2% | -6.9% | +4.7% | -1.4% |
| 6M | +5.2% | +11.0% | -5.8% | +2.8% |
| YTD | +6.8% | +30.3% | -23.5% | -2.5% |
| All | +5.7% | +43.8% | -38.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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