+63.3%
IWM vs SCCO
+199.6%
-136.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -1.1% | +2.4% | -3.6% | -1.8% |
| 30D | -3.1% | +6.4% | -9.5% | -4.9% |
| 3M | +2.2% | +21.6% | -19.3% | -3.8% |
| 6M | +15.1% | +13.4% | +1.7% | +9.5% |
| YTD | +18.6% | +52.6% | -34.1% | +2.0% |
| 1Y | +24.0% | +122.4% | -98.4% | -5.4% |
| All | +63.3% | +199.6% | -136.3% | +3.4% |
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