+196.4%
SO vs SCCO
+682.0%
-485.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.4% |
| 7D | +1.4% | -1.9% | +3.3% | +1.5% |
| 30D | +4.7% | -17.4% | +22.1% | +6.1% |
| 3M | +1.7% | -11.7% | +13.4% | +2.3% |
| 6M | +2.2% | -12.1% | +14.3% | +2.5% |
| YTD | +10.0% | +20.9% | -10.9% | +6.2% |
| 1Y | +6.0% | +31.3% | -25.3% | +1.5% |
| 3Y | +54.1% | +170.3% | -116.2% | +32.3% |
| 5Y | +79.6% | +240.8% | -161.2% | +46.6% |
| All | +196.4% | +682.0% | -485.6% | +104.6% |
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