+83.9%
TER vs SCCO
+255.6%
-171.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.9% |
| 7D | +24.0% | +1.7% | +22.3% | +22.9% |
| 30D | -30.6% | -18.1% | -12.6% | -20.5% |
| 3M | -34.5% | -12.8% | -21.7% | -28.2% |
| 6M | -26.4% | -8.5% | -17.9% | -21.0% |
| YTD | +36.4% | +23.9% | +12.5% | +24.0% |
| 1Y | +47.4% | +30.0% | +17.4% | +30.8% |
| 3Y | +202.6% | +175.2% | +27.4% | +76.9% |
| 5Y | +83.9% | +249.4% | -165.5% | -6.9% |
| All | +83.9% | +255.6% | -171.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling