+423.6%
COMP vs SCCO
+169.0%
+254.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +2.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.9% |
| 30D | +16.6% | -17.4% | +34.0% | +25.3% |
| 3M | -23.5% | -11.7% | -11.9% | -20.6% |
| 6M | +25.7% | -12.1% | +37.9% | +29.2% |
| YTD | -3.4% | +20.9% | -24.3% | -13.7% |
| 1Y | +7.6% | +31.3% | -23.8% | -7.3% |
| 3Y | +423.6% | +170.3% | +253.3% | +163.7% |
| All | +423.6% | +169.0% | +254.6% | +163.7% |
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