+755.0%
SW vs SCCO
+1,132.7%
-377.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | -5.3% | +0.2% | -4.6% |
| 30D | -4.6% | +2.7% | -7.3% | -4.9% |
| 3M | +9.4% | +4.2% | +5.2% | +8.7% |
| 6M | +3.5% | -0.6% | +4.1% | +3.1% |
| YTD | +22.0% | +45.0% | -22.9% | +17.1% |
| 1Y | +2.2% | +109.3% | -107.1% | -5.3% |
| 3Y | +19.6% | +180.8% | -161.2% | +7.9% |
| 5Y | -2.3% | +314.3% | -316.6% | -14.6% |
| 10Y | +181.4% | +1,083.3% | -902.0% | +133.4% |
| All | +755.0% | +1,132.7% | -377.7% | +616.1% |
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 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