+1,802.9%
TER vs SCCO
+1,108.1%
+694.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | +0.6% |
| 7D | +9.4% | -2.7% | +12.1% | +11.0% |
| 30D | -2.4% | -0.2% | -2.3% | -3.0% |
| 3M | +6.5% | +17.8% | -11.2% | -2.9% |
| 6M | +23.2% | +2.3% | +20.9% | +22.0% |
| YTD | +91.5% | +41.6% | +49.9% | +59.6% |
| 1Y | +214.8% | +101.9% | +112.9% | +118.6% |
| 3Y | +275.3% | +186.2% | +89.2% | +111.0% |
| 5Y | +211.9% | +309.7% | -97.8% | +39.8% |
| All | +1,802.9% | +1,108.1% | +694.8% | +443.2% |
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