+69.7%
V vs SCCO
+346.0%
-276.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -2.9% | +2.4% | -5.4% | -3.2% |
| 30D | +1.9% | +6.4% | -4.5% | +1.0% |
| 3M | +13.2% | +21.6% | -8.3% | +10.1% |
| 6M | +16.7% | +13.4% | +3.3% | +13.8% |
| YTD | +5.4% | +52.6% | -47.2% | -2.9% |
| 1Y | +7.7% | +122.4% | -114.7% | -7.5% |
| 3Y | +52.0% | +208.5% | -156.5% | +17.1% |
| All | +69.7% | +346.0% | -276.3% | +15.4% |
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