+45.5%
C vs SCCO
+105.0%
-59.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +1.6% |
| 7D | +0.3% | -2.7% | +3.0% | +0.6% |
| 30D | +2.0% | -0.2% | +2.2% | +1.7% |
| 3M | +4.4% | +17.8% | -13.4% | +0.8% |
| 6M | +28.3% | +2.3% | +26.1% | +25.4% |
| YTD | +20.5% | +41.6% | -21.1% | +11.1% |
| 1Y | +45.5% | +101.9% | -56.3% | +35.9% |
| All | +45.5% | +105.0% | -59.4% | +35.9% |
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 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