-17.9%
COMP vs SCCO
+264.5%
-282.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.1% |
| 7D | +13.4% | -4.8% | +18.3% | +16.8% |
| 30D | +11.1% | -15.8% | +26.9% | +21.3% |
| 3M | -18.8% | -10.9% | -7.9% | -15.3% |
| 6M | +10.5% | -5.1% | +15.6% | +8.9% |
| YTD | -3.4% | +23.2% | -26.6% | -21.1% |
| 1Y | +19.7% | +30.7% | -11.0% | -6.4% |
| 3Y | +381.6% | +164.1% | +217.5% | +96.1% |
| All | -17.9% | +264.5% | -282.3% | -74.1% |
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