-2.6%
SW vs SCCO
+264.5%
-267.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.2% |
| 7D | +2.3% | -4.8% | +7.2% | +3.6% |
| 30D | +6.8% | -15.8% | +22.6% | +11.1% |
| 3M | -5.2% | -10.9% | +5.7% | -3.2% |
| 6M | +7.4% | -5.1% | +12.5% | +7.2% |
| YTD | +17.4% | +23.2% | -5.8% | +7.8% |
| 1Y | +27.1% | +30.7% | -3.6% | +14.9% |
| 3Y | +47.9% | +164.1% | -116.2% | +11.0% |
| All | -2.6% | +264.5% | -267.0% | -36.0% |
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