+333.7%
SYF vs SCCO
+916.9%
-583.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -3.5% |
| 7D | +2.6% | +3.4% | -0.8% | +1.1% |
| 30D | 0.0% | +6.6% | -6.6% | -2.9% |
| 3M | +11.9% | +24.5% | -12.6% | +1.5% |
| 6M | +18.9% | +16.5% | +2.4% | +8.8% |
| YTD | -4.6% | +52.1% | -56.7% | -24.2% |
| 1Y | +6.4% | +114.2% | -107.8% | -28.1% |
| 3Y | +167.2% | +207.4% | -40.3% | +45.7% |
| 5Y | +92.3% | +353.7% | -261.4% | -16.9% |
| 10Y | +263.2% | +1,144.5% | -881.3% | +1.4% |
| All | +333.7% | +916.9% | -583.2% | +22.3% |
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