+604.5%
XYZ vs SCCO
+1,159.3%
-554.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.7% | +2.4% | -6.2% | -4.9% |
| 30D | +0.5% | +6.4% | -5.9% | -2.8% |
| 3M | +16.3% | +21.6% | -5.3% | +4.5% |
| 6M | +21.1% | +13.4% | +7.7% | +10.7% |
| YTD | +22.0% | +52.6% | -30.6% | -7.0% |
| 1Y | +5.2% | +122.4% | -117.2% | -34.7% |
| 3Y | +49.6% | +208.5% | -158.9% | -25.1% |
| 5Y | -68.4% | +353.9% | -422.3% | -87.3% |
| 10Y | +604.5% | +1,187.3% | -582.7% | +101.8% |
| All | +604.5% | +1,159.3% | -554.8% | +101.8% |
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