+19.6%
IOT vs SCCO
+4.0%
+15.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -4.5% | -2.7% | -1.9% | -4.7% |
| 30D | -2.4% | -0.7% | -1.7% | -2.2% |
| 3M | +19.0% | +8.1% | +10.9% | +21.5% |
| 6M | +19.6% | +4.1% | +15.5% | +23.6% |
| All | +19.6% | +4.0% | +15.7% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling