+338.3%
SU vs SCCO
+303.5%
+34.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +2.2% | -2.7% | +4.9% | +2.8% |
| 30D | +8.4% | -0.7% | +9.2% | +8.1% |
| 3M | +12.1% | +8.1% | +4.0% | +8.3% |
| 6M | +19.7% | +4.1% | +15.6% | +14.9% |
| YTD | +58.4% | +41.1% | +17.3% | +33.6% |
| 1Y | +67.2% | +95.6% | -28.3% | +22.8% |
| 3Y | +125.0% | +179.3% | -54.2% | +32.6% |
| All | +338.3% | +303.5% | +34.8% | +100.9% |
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