+921.8%
SWK vs SCCO
+28,875.4%
-27,953.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +11.0% | -4.8% | +15.9% | +12.9% |
| 30D | +30.1% | -15.8% | +45.8% | +36.8% |
| 3M | +14.7% | -10.9% | +25.6% | +17.9% |
| 6M | +44.5% | -5.1% | +49.6% | +44.3% |
| YTD | +59.4% | +23.2% | +36.2% | +43.4% |
| 1Y | +77.5% | +30.7% | +46.8% | +56.7% |
| 3Y | +49.5% | +164.1% | -114.6% | +2.6% |
| 5Y | -24.9% | +271.3% | -296.2% | -54.9% |
| 10Y | +31.8% | +860.5% | -828.8% | -41.5% |
| All | +921.8% | +28,875.4% | -27,953.6% | +121.3% |
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