+579.5%
VRSK vs SCCO
+1,185.6%
-606.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.0% | -0.4% |
| 7D | -7.7% | -2.7% | -5.0% | -7.5% |
| 30D | -2.8% | -0.2% | -2.6% | -3.0% |
| 3M | -3.7% | +17.8% | -21.5% | -6.2% |
| 6M | -12.8% | +2.3% | -15.0% | -14.1% |
| YTD | -21.0% | +41.6% | -62.6% | -26.3% |
| 1Y | -32.5% | +101.9% | -134.3% | -40.6% |
| 3Y | -26.5% | +186.2% | -212.7% | -40.8% |
| 5Y | -11.5% | +309.7% | -321.2% | -34.7% |
| 10Y | +125.7% | +1,094.2% | -968.6% | +32.1% |
| All | +579.5% | +1,185.6% | -606.1% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling