+42.0%
SOFI vs SCCO
+286.8%
-244.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -4.9% | -2.7% | -2.3% | -3.9% |
| 30D | -3.5% | -0.7% | -2.7% | -3.5% |
| 3M | +3.9% | +8.1% | -4.2% | -1.2% |
| 6M | -6.5% | +4.1% | -10.6% | -10.9% |
| YTD | -33.8% | +41.1% | -75.0% | -48.7% |
| 1Y | -33.3% | +95.6% | -128.8% | -57.5% |
| 3Y | +94.6% | +179.3% | -84.6% | -4.3% |
| 5Y | +13.3% | +308.3% | -295.0% | -56.0% |
| All | +42.0% | +286.8% | -244.8% | -49.1% |
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