-8.8%
IR vs SCCO
+105.0%
-113.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | +1.0% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | -14.0% | -0.2% | -13.8% | -14.3% |
| 3M | +3.7% | +17.8% | -14.0% | -1.4% |
| 6M | -15.4% | +2.3% | -17.6% | -17.9% |
| YTD | -7.7% | +41.6% | -49.3% | -16.8% |
| 1Y | -8.8% | +101.9% | -110.7% | -19.6% |
| All | -8.8% | +105.0% | -113.8% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling