+104.2%
SPG vs SCCO
+355.0%
-250.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -1.7% | +2.4% | -4.1% | -2.1% |
| 30D | -6.3% | +6.4% | -12.7% | -7.5% |
| 3M | -2.4% | +21.6% | -24.0% | -6.6% |
| 6M | +9.6% | +13.4% | -3.8% | +5.6% |
| YTD | +14.2% | +52.6% | -38.4% | +1.4% |
| 1Y | +19.3% | +122.4% | -103.1% | -4.4% |
| 3Y | +106.7% | +208.5% | -101.7% | +45.2% |
| 5Y | +104.2% | +353.9% | -249.7% | +24.3% |
| All | +104.2% | +355.0% | -250.7% | +24.3% |
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