+41.1%
SOFI vs SCCO
+288.1%
-247.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | +3.0% |
| 7D | -7.0% | -2.7% | -4.3% | -6.0% |
| 30D | -4.3% | -0.2% | -4.1% | -4.6% |
| 3M | +8.4% | +17.8% | -9.3% | -1.4% |
| 6M | -5.9% | +2.3% | -8.2% | -9.5% |
| YTD | -34.3% | +41.6% | -75.9% | -49.1% |
| 1Y | -32.6% | +101.9% | -134.4% | -57.8% |
| 3Y | +101.3% | +186.2% | -84.9% | -2.4% |
| 5Y | +12.6% | +309.7% | -297.1% | -56.4% |
| All | +41.1% | +288.1% | -247.0% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling