-41.9%
IT vs SCCO
+303.5%
-345.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.3% | +5.6% | +5.3% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +20.7% | +8.1% | +12.6% | +19.4% |
| 6M | +12.0% | +4.1% | +7.9% | +10.7% |
| YTD | -28.8% | +41.1% | -69.9% | -34.6% |
| 1Y | -25.5% | +95.6% | -121.1% | -36.3% |
| 3Y | -48.8% | +179.3% | -228.0% | -60.7% |
| All | -41.9% | +303.5% | -345.5% | -60.6% |
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 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