-62.8%
W vs SCCO
+313.8%
-376.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.6% | +2.1% |
| 7D | +0.5% | -2.7% | +3.2% | +2.0% |
| 30D | -5.6% | -0.2% | -5.4% | -6.5% |
| 3M | +41.9% | +17.8% | +24.1% | +24.7% |
| 6M | +30.2% | +2.3% | +28.0% | +24.2% |
| YTD | -2.9% | +41.6% | -44.6% | -29.5% |
| 1Y | +11.6% | +101.9% | -90.3% | -38.5% |
| 3Y | +37.0% | +186.2% | -149.2% | -42.2% |
| 5Y | -62.8% | +309.7% | -372.5% | -87.5% |
| All | -62.8% | +313.8% | -376.6% | -87.5% |
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 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