+7.5%
IR vs SCCO
+199.6%
-192.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -1.9% | +2.4% | -4.3% | -2.6% |
| 30D | -15.0% | +6.4% | -21.5% | -16.8% |
| 3M | -0.4% | +21.6% | -22.0% | -6.8% |
| 6M | -15.0% | +13.4% | -28.5% | -19.6% |
| YTD | -7.1% | +52.6% | -59.7% | -20.8% |
| 1Y | -7.5% | +122.4% | -129.9% | -30.7% |
| All | +7.5% | +199.6% | -192.1% | -28.3% |
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