+105.5%
B vs SCCO
+243.3%
-137.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | -7.3% | -1.9% | -5.4% | -6.4% |
| 30D | -3.3% | -17.4% | +14.1% | +5.6% |
| 3M | -7.8% | -11.7% | +3.9% | -2.6% |
| 6M | -15.5% | -12.1% | -3.4% | -10.9% |
| YTD | -12.3% | +20.9% | -33.1% | -19.7% |
| 1Y | +5.4% | +31.3% | -26.0% | -6.8% |
| 3Y | +165.5% | +170.3% | -4.8% | +69.1% |
| All | +105.5% | +243.3% | -137.7% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling