+183.3%
SW vs SCCO
+844.0%
-660.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -0.9% |
| 7D | +1.8% | -0.9% | +2.7% | +1.9% |
| 30D | +7.0% | -15.0% | +22.0% | +10.5% |
| 3M | -7.6% | -9.1% | +1.5% | -6.4% |
| 6M | +8.5% | -0.9% | +9.4% | +7.5% |
| YTD | +17.7% | +29.7% | -12.0% | +8.9% |
| 1Y | +27.1% | +38.2% | -11.1% | +16.0% |
| 3Y | +48.2% | +191.5% | -143.3% | +15.2% |
| 5Y | -2.3% | +281.7% | -284.1% | -29.1% |
| 10Y | +183.3% | +830.3% | -647.0% | +71.4% |
| All | +183.3% | +844.0% | -660.7% | +71.4% |
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 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