+1,122.9%
SCHG vs SCCO
+1,090.1%
+32.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.0% | -2.7% | +1.6% | -0.4% |
| 30D | -1.3% | -0.7% | -0.5% | -1.5% |
| 3M | +5.4% | +8.1% | -2.6% | +2.2% |
| 6M | +14.4% | +4.1% | +10.3% | +10.9% |
| YTD | +8.0% | +41.1% | -33.1% | -5.7% |
| 1Y | +12.7% | +95.6% | -82.8% | -11.3% |
| 3Y | +85.6% | +179.3% | -93.6% | +26.5% |
| 5Y | +85.5% | +308.3% | -222.8% | +8.8% |
| 10Y | +456.0% | +1,090.2% | -634.2% | +116.1% |
| All | +1,122.9% | +1,090.1% | +32.8% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling