+53.5%
F vs SCCO
+187.0%
-133.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.6% |
| 7D | -0.6% | -0.9% | +0.2% | -0.5% |
| 30D | +2.9% | -15.0% | +17.9% | +6.8% |
| 3M | -9.5% | -9.1% | -0.4% | -8.2% |
| 6M | +4.0% | -0.9% | +4.9% | +2.3% |
| YTD | -1.3% | +29.7% | -30.9% | -11.9% |
| 1Y | -1.9% | +38.2% | -40.1% | -14.4% |
| 3Y | +53.5% | +191.5% | -138.0% | -5.2% |
| All | +53.5% | +187.0% | -133.6% | -5.2% |
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