+4,944.0%
SCHW vs SCCO
+33,197.0%
-28,253.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +8.0% | +3.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.1% |
| 30D | -0.1% | -0.2% | +0.1% | -0.6% |
| 3M | +20.6% | +17.8% | +2.8% | +12.2% |
| 6M | +15.9% | +2.3% | +13.7% | +11.2% |
| YTD | +8.5% | +41.6% | -33.1% | -8.7% |
| 1Y | +17.8% | +101.9% | -84.0% | -13.2% |
| 3Y | +88.5% | +186.2% | -97.6% | +17.2% |
| 5Y | +60.6% | +309.7% | -249.0% | -15.5% |
| 10Y | +298.0% | +1,094.2% | -796.2% | +36.5% |
| All | +4,944.0% | +33,197.0% | -28,253.0% | +456.9% |
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