-41.8%
SIRI vs SCCO
+303.5%
-345.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +0.6% | -2.7% | +3.2% | +1.0% |
| 30D | +2.5% | -0.7% | +3.2% | +2.4% |
| 3M | +6.6% | +8.1% | -1.5% | +4.0% |
| 6M | +32.9% | +4.1% | +28.8% | +29.7% |
| YTD | +50.5% | +41.1% | +9.3% | +32.9% |
| 1Y | +28.0% | +95.6% | -67.6% | +2.5% |
| 3Y | -22.4% | +179.3% | -201.7% | -44.1% |
| All | -41.8% | +303.5% | -345.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling