+59.1%
SO vs SCCO
+313.8%
-254.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.5% |
| 7D | -1.1% | -2.7% | +1.6% | -1.1% |
| 30D | -3.7% | -0.2% | -3.6% | -3.8% |
| 3M | -5.9% | +17.8% | -23.7% | -6.5% |
| 6M | -7.3% | +2.3% | -9.6% | -7.6% |
| YTD | +3.1% | +41.6% | -38.5% | +1.3% |
| 1Y | -1.0% | +101.9% | -102.9% | -4.5% |
| 3Y | +43.2% | +186.2% | -142.9% | +32.6% |
| 5Y | +59.1% | +309.7% | -250.6% | +41.5% |
| All | +59.1% | +313.8% | -254.6% | +41.5% |
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 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