+37.5%
F vs SCCO
+210.1%
-172.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.9% | -9.2% | -5.5% |
| 7D | +1.2% | +3.4% | -2.3% | +0.2% |
| 30D | +1.2% | +6.6% | -5.4% | -0.8% |
| 3M | -5.7% | +24.5% | -30.1% | -11.9% |
| 6M | +17.9% | +16.5% | +1.5% | +11.5% |
| YTD | +10.4% | +52.1% | -41.7% | -4.7% |
| 1Y | +25.3% | +114.2% | -88.8% | -3.5% |
| 3Y | +37.5% | +207.4% | -170.0% | -13.9% |
| All | +37.5% | +210.1% | -172.6% | -13.9% |
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 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