+62.0%
SPG vs SCCO
+1,108.1%
-1,046.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +2.4% |
| 7D | -2.2% | -2.7% | +0.5% | -1.5% |
| 30D | -5.8% | -0.2% | -5.6% | -6.2% |
| 3M | -2.8% | +17.8% | -20.6% | -9.3% |
| 6M | +8.9% | +2.3% | +6.6% | +5.0% |
| YTD | +14.3% | +41.6% | -27.3% | -4.2% |
| 1Y | +19.5% | +101.9% | -82.4% | -13.7% |
| 3Y | +106.9% | +186.2% | -79.3% | +22.1% |
| 5Y | +108.7% | +309.7% | -200.9% | -1.2% |
| All | +62.0% | +1,108.1% | -1,046.2% | -53.4% |
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 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