+247.6%
SYF vs SCCO
+1,108.1%
-860.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.8% | +0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | -3.9% | -0.2% | -3.7% | -4.4% |
| 3M | +8.9% | +17.8% | -8.8% | +0.2% |
| 6M | +16.2% | +2.3% | +14.0% | +11.6% |
| YTD | -8.4% | +41.6% | -50.0% | -26.6% |
| 1Y | +2.6% | +101.9% | -99.3% | -31.3% |
| 3Y | +156.4% | +186.2% | -29.8% | +35.3% |
| 5Y | +78.2% | +309.7% | -231.5% | -27.1% |
| All | +247.6% | +1,108.1% | -860.5% | -21.0% |
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 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