+67.8%
B vs SCCO
+105.9%
-38.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.6% | -5.3% | +3.7% | +1.6% |
| 30D | +9.4% | +0.9% | +8.5% | +8.7% |
| 3M | +5.0% | +2.4% | +2.6% | +2.9% |
| 6M | -3.5% | -2.4% | -1.2% | -4.5% |
| YTD | +4.5% | +42.4% | -38.0% | -14.0% |
| 1Y | +67.8% | +105.6% | -37.9% | +37.8% |
| All | +67.8% | +105.9% | -38.2% | +37.8% |
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