+150.1%
ALL vs SCCO
+199.6%
-49.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | -2.2% | +2.4% | -4.7% | -2.1% |
| 30D | -5.6% | +6.4% | -12.0% | -5.3% |
| 3M | +17.2% | +21.6% | -4.3% | +18.3% |
| 6M | +23.2% | +13.4% | +9.8% | +24.3% |
| YTD | +23.6% | +52.6% | -29.0% | +23.4% |
| 1Y | +29.2% | +122.4% | -93.2% | +27.0% |
| All | +150.1% | +199.6% | -49.5% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling