+69.6%
IWM vs SCCO
+169.0%
-99.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.3% |
| 7D | +1.4% | -1.9% | +3.3% | +1.9% |
| 30D | +2.3% | -17.4% | +19.7% | +7.1% |
| 3M | -8.3% | -11.7% | +3.3% | -6.0% |
| 6M | -1.3% | -12.1% | +10.8% | +0.5% |
| YTD | +13.5% | +20.9% | -7.4% | +3.6% |
| 1Y | +18.4% | +31.3% | -12.9% | +5.4% |
| 3Y | +69.6% | +170.3% | -100.7% | +13.3% |
| All | +69.6% | +169.0% | -99.4% | +13.3% |
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