+47.2%
AR vs SCCO
+169.0%
-121.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.4% |
| 7D | +7.4% | -1.9% | +9.3% | +7.6% |
| 30D | +5.8% | -17.4% | +23.2% | +8.4% |
| 3M | +5.2% | -11.7% | +16.9% | +6.3% |
| 6M | +5.4% | -12.1% | +17.6% | +6.0% |
| YTD | +12.4% | +20.9% | -8.5% | -0.6% |
| 1Y | +12.8% | +31.3% | -18.5% | -3.3% |
| 3Y | +47.2% | +170.3% | -123.1% | -12.2% |
| All | +47.2% | +169.0% | -121.8% | -12.2% |
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