-8.8%
IT vs SCCO
+43.0%
-51.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.9% |
| 7D | -5.5% | -7.9% | +2.4% | -7.3% |
| 30D | +10.3% | -13.0% | +23.3% | +7.1% |
| 3M | +11.5% | -6.9% | +18.4% | +10.4% |
| 6M | +40.3% | +11.0% | +29.3% | +46.5% |
| YTD | -17.9% | +30.3% | -48.1% | -15.6% |
| 1Y | -8.8% | +45.0% | -53.8% | -9.5% |
| All | -8.8% | +43.0% | -51.8% | -9.5% |
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