+173.1%
SYK vs SCCO
+1,104.1%
-931.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -9.1% | -2.7% | -6.4% | -8.7% |
| 30D | -20.6% | -0.7% | -19.9% | -20.8% |
| 3M | -9.6% | +8.1% | -17.7% | -12.1% |
| 6M | -19.9% | +4.1% | -24.0% | -22.2% |
| YTD | -21.2% | +41.1% | -62.3% | -30.2% |
| 1Y | -28.4% | +95.6% | -124.0% | -42.3% |
| 3Y | -5.3% | +179.3% | -184.6% | -34.2% |
| 5Y | +6.0% | +308.3% | -302.3% | -37.1% |
| All | +173.1% | +1,104.1% | -931.0% | +14.8% |
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 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