-68.9%
U vs SCCO
+313.8%
-382.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | +2.6% |
| 7D | 0.0% | -2.7% | +2.7% | +1.2% |
| 30D | -4.1% | -0.2% | -3.9% | -5.0% |
| 3M | +57.8% | +17.8% | +40.0% | +41.4% |
| 6M | +103.5% | +2.3% | +101.3% | +93.4% |
| YTD | -4.8% | +41.6% | -46.4% | -28.2% |
| 1Y | -2.4% | +101.9% | -104.3% | -41.5% |
| 3Y | +11.7% | +186.2% | -174.5% | -49.3% |
| 5Y | -68.9% | +309.7% | -378.5% | -88.7% |
| All | -68.9% | +313.8% | -382.6% | -88.7% |
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