+686.9%
SEI vs SCCO
+761.3%
-74.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +22.6% | -2.7% | +25.2% | +24.8% |
| 30D | +9.1% | -0.7% | +9.8% | +9.1% |
| 3M | -11.3% | +8.1% | -19.4% | -15.2% |
| 6M | +22.0% | +4.1% | +17.9% | +17.2% |
| YTD | +47.3% | +41.1% | +6.1% | +18.0% |
| 1Y | +124.8% | +95.6% | +29.2% | +50.7% |
| 3Y | +591.3% | +179.3% | +412.0% | +256.0% |
| 5Y | +1,008.2% | +308.3% | +699.9% | +330.5% |
| All | +686.9% | +761.3% | -74.3% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling