+119.1%
ALL vs SCCO
+169.0%
-49.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.2% |
| 7D | +5.0% | -1.9% | +6.9% | +4.9% |
| 30D | +13.3% | -17.4% | +30.7% | +12.1% |
| 3M | +3.2% | -11.7% | +14.8% | +2.5% |
| 6M | +25.3% | -12.1% | +37.5% | +25.0% |
| YTD | +30.5% | +20.9% | +9.6% | +29.1% |
| 1Y | +29.2% | +31.3% | -2.1% | +27.6% |
| 3Y | +119.1% | +170.3% | -51.2% | +116.3% |
| All | +119.1% | +169.0% | -49.9% | +116.3% |
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