+42.1%
DD vs SCCO
+177.0%
-134.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -3.5% | -2.7% | -0.8% | -2.8% |
| 30D | -11.7% | -0.7% | -10.9% | -11.9% |
| 3M | -9.2% | +8.1% | -17.3% | -12.5% |
| 6M | -7.2% | +4.1% | -11.3% | -10.4% |
| YTD | +6.6% | +41.1% | -34.5% | -9.6% |
| 1Y | +32.0% | +95.6% | -63.6% | -2.5% |
| 3Y | +42.1% | +179.3% | -137.1% | -8.4% |
| All | +42.1% | +177.0% | -134.9% | -8.4% |
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