+114.1%
AS vs SCCO
+188.8%
-74.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.8% | -4.4% |
| 7D | -2.6% | +3.4% | -6.1% | -3.8% |
| 30D | -22.1% | +6.6% | -28.7% | -24.1% |
| 3M | -15.3% | +24.5% | -39.8% | -22.2% |
| 6M | -15.6% | +16.5% | -32.1% | -21.5% |
| YTD | -23.2% | +52.1% | -75.3% | -36.6% |
| 1Y | -21.7% | +114.2% | -135.9% | -44.5% |
| All | +114.1% | +188.8% | -74.7% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling