+8.8%
COMP vs SCCO
+32.2%
-23.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.2% |
| 7D | +2.2% | -2.4% | +4.6% | +3.3% |
| 30D | +16.3% | -16.5% | +32.8% | +24.0% |
| 3M | -19.1% | -10.4% | -8.8% | -16.8% |
| 6M | +17.1% | -2.8% | +19.9% | +14.6% |
| YTD | -2.9% | +27.2% | -30.1% | -8.7% |
| 1Y | +8.8% | +33.6% | -24.8% | 0.0% |
| All | +8.8% | +32.2% | -23.4% | 0.0% |
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