+730.4%
SW vs SCCO
+936.0%
-205.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.8% |
| 7D | +4.7% | -12.9% | +17.5% | +6.1% |
| 30D | +5.0% | -18.2% | +23.2% | +7.0% |
| 3M | -7.3% | -13.7% | +6.4% | -6.2% |
| 6M | +15.0% | +0.9% | +14.1% | +14.5% |
| YTD | +18.5% | +21.8% | -3.3% | +15.5% |
| 1Y | +27.1% | +30.5% | -3.3% | +23.1% |
| 3Y | +49.3% | +161.0% | -111.7% | +36.0% |
| 5Y | -1.6% | +267.1% | -268.8% | -12.8% |
| 10Y | +185.4% | +849.7% | -664.3% | +140.7% |
| All | +730.4% | +936.0% | -205.6% | +606.4% |
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 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