+648.8%
SEI vs SCCO
+764.2%
-115.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.2% | +2.0% | -1.1% |
| 7D | +20.7% | -2.7% | +23.4% | +22.9% |
| 30D | +9.1% | -0.2% | +9.3% | +8.8% |
| 3M | -6.0% | +17.8% | -23.8% | -14.1% |
| 6M | +18.9% | +2.3% | +16.7% | +15.4% |
| YTD | +40.1% | +41.6% | -1.5% | +12.1% |
| 1Y | +120.6% | +101.9% | +18.8% | +45.4% |
| 3Y | +562.1% | +186.2% | +376.0% | +236.1% |
| 5Y | +954.5% | +309.7% | +644.8% | +308.8% |
| All | +648.8% | +764.2% | -115.4% | +80.5% |
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