+282.9%
SPGI vs SCCO
+1,104.1%
-821.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -7.4% | -2.7% | -4.7% | -7.0% |
| 30D | +0.4% | -0.7% | +1.1% | +0.1% |
| 3M | +5.3% | +8.1% | -2.8% | +2.6% |
| 6M | +1.7% | +4.1% | -2.4% | -1.2% |
| YTD | -16.4% | +41.1% | -57.5% | -25.9% |
| 1Y | -20.5% | +95.6% | -116.0% | -36.0% |
| 3Y | +14.2% | +179.3% | -165.0% | -20.6% |
| 5Y | +0.6% | +308.3% | -307.7% | -40.1% |
| All | +282.9% | +1,104.1% | -821.2% | +52.5% |
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 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