+632.4%
GEV vs SCCO
+114.0%
+518.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | -7.9% | -0.7% | -7.2% | -8.3% |
| 3M | +5.6% | +8.1% | -2.5% | +0.6% |
| 6M | +13.1% | +4.1% | +9.0% | +8.2% |
| YTD | +46.7% | +41.1% | +5.6% | +19.8% |
| 1Y | +51.3% | +95.6% | -44.3% | +5.2% |
| All | +632.4% | +114.0% | +518.4% | +349.6% |
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