+18.3%
HYG vs SCCO
+303.5%
-285.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.7% | -2.7% | +1.9% | -0.5% |
| 30D | -0.7% | -0.7% | 0.0% | -0.8% |
| 3M | -0.2% | +8.1% | -8.3% | -1.0% |
| 6M | +1.4% | +4.1% | -2.7% | +0.6% |
| YTD | +1.5% | +41.1% | -39.7% | -2.3% |
| 1Y | +2.9% | +95.6% | -92.7% | -3.9% |
| 3Y | +25.6% | +179.3% | -153.6% | +11.3% |
| All | +18.3% | +303.5% | -285.3% | -1.0% |
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