+86.8%
SCHW vs SCCO
+177.0%
-90.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.6% |
| 30D | -1.6% | -0.7% | -0.9% | -1.7% |
| 3M | +21.3% | +8.1% | +13.2% | +19.4% |
| 6M | +16.5% | +4.1% | +12.4% | +14.7% |
| YTD | +8.4% | +41.1% | -32.7% | -0.4% |
| 1Y | +15.6% | +95.6% | -79.9% | -1.2% |
| 3Y | +86.8% | +179.3% | -92.4% | +30.8% |
| All | +86.8% | +177.0% | -90.2% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling