+155.2%
W vs SCCO
+1,104.1%
-948.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | -2.7% | +1.8% | +0.5% |
| 30D | -4.2% | -0.7% | -3.5% | -4.7% |
| 3M | +26.9% | +8.1% | +18.8% | +18.6% |
| 6M | +31.2% | +4.1% | +27.1% | +24.5% |
| YTD | -1.8% | +41.1% | -43.0% | -25.8% |
| 1Y | +9.3% | +95.6% | -86.2% | -33.8% |
| 3Y | +33.2% | +179.3% | -146.0% | -35.5% |
| 5Y | -62.4% | +308.3% | -370.7% | -85.8% |
| All | +155.2% | +1,104.1% | -948.8% | -51.5% |
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