-29.9%
SWK vs SCCO
+243.3%
-273.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | +25.5% | -17.4% | +42.9% | +33.7% |
| 3M | +11.8% | -11.7% | +23.4% | +15.4% |
| 6M | +48.7% | -12.1% | +60.8% | +52.2% |
| YTD | +57.2% | +20.9% | +36.3% | +37.4% |
| 1Y | +75.3% | +31.3% | +43.9% | +48.0% |
| 3Y | +51.9% | +170.3% | -118.4% | -8.0% |
| All | -29.9% | +243.3% | -273.2% | -64.0% |
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