+262.8%
SGI vs SCCO
+1,104.1%
-841.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.5% | -2.7% | -1.8% | -3.5% |
| 30D | +4.2% | -0.7% | +4.9% | +3.8% |
| 3M | -7.4% | +8.1% | -15.5% | -11.9% |
| 6M | -15.1% | +4.1% | -19.2% | -18.5% |
| YTD | -24.7% | +41.1% | -65.8% | -38.1% |
| 1Y | -21.8% | +95.6% | -117.3% | -45.3% |
| 3Y | +50.0% | +179.3% | -129.2% | -17.4% |
| 5Y | +48.9% | +308.3% | -259.4% | -36.5% |
| All | +262.8% | +1,104.1% | -841.3% | +1.4% |
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