-21.9%
AS vs SCCO
+105.9%
-127.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -4.9% | -5.3% | +0.4% | -3.7% |
| 30D | -19.6% | +0.9% | -20.5% | -19.9% |
| 3M | -14.4% | +2.4% | -16.8% | -15.5% |
| 6M | -20.1% | -2.4% | -17.8% | -23.0% |
| YTD | -20.9% | +42.4% | -63.4% | -26.6% |
| 1Y | -21.9% | +105.6% | -127.5% | -28.4% |
| All | -21.9% | +105.9% | -127.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling