+995.4%
TER vs SCCO
+682.0%
+313.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.9% |
| 7D | +14.4% | -1.9% | +16.3% | +16.0% |
| 30D | -30.6% | -17.4% | -13.2% | -21.5% |
| 3M | -39.2% | -11.7% | -27.5% | -34.1% |
| 6M | -31.3% | -12.1% | -19.2% | -24.7% |
| YTD | +29.1% | +20.9% | +8.2% | +19.1% |
| 1Y | +47.4% | +31.3% | +16.1% | +30.4% |
| 3Y | +191.2% | +170.3% | +20.9% | +70.2% |
| 5Y | +74.0% | +240.8% | -166.8% | -13.5% |
| All | +995.4% | +682.0% | +313.4% | +238.2% |
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