+196.6%
B vs SCCO
+199.6%
-3.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +1.0% | +2.4% | -1.4% | -0.3% |
| 30D | +9.5% | +6.4% | +3.1% | +6.0% |
| 3M | +14.3% | +21.6% | -7.2% | +3.5% |
| 6M | -1.9% | +13.4% | -15.3% | -8.7% |
| YTD | +4.1% | +52.6% | -48.5% | -14.8% |
| 1Y | +56.1% | +122.4% | -66.3% | +9.8% |
| All | +196.6% | +199.6% | -3.1% | +82.5% |
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