+51.9%
SWK vs SCCO
+169.0%
-117.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.8% |
| 30D | +25.5% | -17.4% | +42.9% | +33.4% |
| 3M | +11.8% | -11.7% | +23.4% | +15.2% |
| 6M | +48.7% | -12.1% | +60.8% | +52.0% |
| YTD | +57.2% | +20.9% | +36.3% | +35.8% |
| 1Y | +75.3% | +31.3% | +43.9% | +46.0% |
| 3Y | +51.9% | +170.3% | -118.4% | -12.0% |
| All | +51.9% | +169.0% | -117.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling