-36.7%
SWK vs SCCO
+316.1%
-352.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.4% | -5.3% | +4.8% | +1.5% |
| 30D | -5.7% | +2.7% | -8.4% | -6.9% |
| 3M | +24.1% | +4.2% | +19.9% | +20.8% |
| 6M | +24.7% | -0.6% | +25.3% | +22.5% |
| YTD | +33.9% | +45.0% | -11.0% | +11.1% |
| 1Y | +34.7% | +109.3% | -74.6% | -4.5% |
| 3Y | +15.3% | +180.8% | -165.5% | -29.3% |
| All | -36.7% | +316.1% | -352.7% | -67.9% |
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