+45.5%
SRE vs SCCO
+303.5%
-258.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.8% | -2.7% | +1.8% | -0.6% |
| 30D | -3.0% | -0.7% | -2.3% | -3.2% |
| 3M | -8.3% | +8.1% | -16.4% | -9.6% |
| 6M | -8.9% | +4.1% | -13.0% | -10.3% |
| YTD | -4.3% | +41.1% | -45.4% | -10.2% |
| 1Y | +2.7% | +95.6% | -92.8% | -8.3% |
| 3Y | +28.7% | +179.3% | -150.6% | +5.2% |
| All | +45.5% | +303.5% | -258.1% | +9.8% |
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