-43.6%
SWKS vs SCCO
+264.5%
-308.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -6.2% | -4.8% | -1.3% | -4.6% |
| 30D | -1.5% | -15.8% | +14.3% | +3.9% |
| 3M | +23.0% | -10.9% | +33.9% | +26.1% |
| 6M | +27.6% | -5.1% | +32.7% | +27.2% |
| YTD | +32.3% | +23.2% | +9.1% | +13.2% |
| 1Y | +20.1% | +30.7% | -10.6% | 0.0% |
| 3Y | +0.6% | +164.1% | -163.4% | -41.0% |
| All | -43.6% | +264.5% | -308.0% | -70.8% |
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