+134.9%
AS vs SCCO
+133.9%
+0.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +6.9% | -4.8% | +11.8% | +8.6% |
| 30D | +16.0% | -15.8% | +31.8% | +22.0% |
| 3M | -12.8% | -10.9% | -1.9% | -10.5% |
| 6M | -15.4% | -5.1% | -10.3% | -16.1% |
| YTD | -15.7% | +23.2% | -39.0% | -26.0% |
| 1Y | +6.1% | +30.7% | -24.6% | -9.1% |
| All | +134.9% | +133.9% | +0.9% | +68.4% |
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 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