-53.0%
SWKS vs SCCO
+316.1%
-369.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -5.3% | +17.8% | +14.6% |
| 30D | +10.5% | +2.7% | +7.8% | +9.0% |
| 3M | -7.4% | +4.2% | -11.6% | -9.5% |
| 6M | +32.7% | -0.6% | +33.3% | +30.2% |
| YTD | +19.2% | +45.0% | -25.8% | -2.3% |
| 1Y | +2.4% | +109.3% | -106.9% | -28.5% |
| 3Y | -25.6% | +180.8% | -206.4% | -56.0% |
| All | -53.0% | +316.1% | -369.1% | -76.7% |
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