+46.0%
SWKS vs SCCO
+681.3%
-635.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.3% | +4.6% | +5.4% |
| 7D | +5.7% | -2.4% | +8.1% | +6.6% |
| 30D | +17.3% | -16.5% | +33.8% | +25.9% |
| 3M | +28.3% | -10.4% | +38.6% | +31.9% |
| 6M | +26.1% | -2.8% | +28.8% | +24.2% |
| YTD | +41.1% | +27.2% | +13.9% | +16.7% |
| 1Y | +31.4% | +33.6% | -2.2% | +6.0% |
| 3Y | +7.3% | +182.4% | -175.1% | -43.0% |
| 5Y | -37.7% | +262.8% | -300.5% | -72.1% |
| 10Y | +46.0% | +724.4% | -678.3% | -58.4% |
| All | +46.0% | +681.3% | -635.2% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling