-11.5%
A vs SCCO
+303.5%
-315.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -2.6% | -2.7% | 0.0% | -2.1% |
| 30D | -0.9% | -0.7% | -0.2% | -1.0% |
| 3M | +13.6% | +8.1% | +5.5% | +10.6% |
| 6M | +27.8% | +4.1% | +23.7% | +24.6% |
| YTD | +8.6% | +41.1% | -32.5% | -4.2% |
| 1Y | +16.9% | +95.6% | -78.7% | -6.9% |
| 3Y | +32.9% | +179.3% | -146.3% | -7.4% |
| All | -11.5% | +303.5% | -315.1% | -45.8% |
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 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