+124.0%
VRSK vs SCCO
+1,104.1%
-980.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | -2.3% | -0.7% | -1.6% | -2.4% |
| 3M | -2.9% | +8.1% | -11.0% | -4.2% |
| 6M | -12.8% | +4.1% | -16.9% | -14.1% |
| YTD | -20.8% | +41.1% | -61.9% | -25.9% |
| 1Y | -33.2% | +95.6% | -128.8% | -41.0% |
| 3Y | -26.6% | +179.3% | -205.8% | -41.3% |
| 5Y | -11.3% | +308.3% | -319.6% | -36.7% |
| All | +124.0% | +1,104.1% | -980.1% | +20.0% |
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