+147.8%
SW vs SCCO
+1,086.0%
-938.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | -5.3% | +0.2% | -4.0% |
| 30D | -4.6% | +2.7% | -7.3% | -5.3% |
| 3M | +9.4% | +4.2% | +5.2% | +7.8% |
| 6M | +3.5% | -0.6% | +4.1% | +2.6% |
| YTD | +22.0% | +45.0% | -22.9% | +10.9% |
| 1Y | +2.2% | +109.3% | -107.1% | -14.3% |
| 3Y | +19.6% | +180.8% | -161.2% | -6.5% |
| 5Y | -2.3% | +314.3% | -316.6% | -30.1% |
| All | +147.8% | +1,086.0% | -938.3% | +40.1% |
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