+1,526.3%
SRE vs SCCO
+35,061.7%
-33,535.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +1.5% | +2.4% | -1.0% | +1.0% |
| 30D | +0.8% | +6.4% | -5.6% | -0.5% |
| 3M | -5.8% | +21.6% | -27.3% | -9.6% |
| 6M | -7.8% | +13.4% | -21.2% | -11.1% |
| YTD | -2.4% | +52.6% | -55.0% | -11.3% |
| 1Y | +8.9% | +122.4% | -113.5% | -7.8% |
| 3Y | +31.1% | +208.5% | -177.4% | +2.1% |
| 5Y | +48.6% | +353.9% | -305.3% | +5.7% |
| 10Y | +126.1% | +1,187.3% | -1,061.1% | +27.7% |
| All | +1,526.3% | +35,061.7% | -33,535.4% | +545.4% |
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 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