-9.9%
LOW vs SCCO
+177.0%
-186.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -3.7% | -2.7% | -1.1% | -3.4% |
| 30D | -8.9% | -0.7% | -8.1% | -9.0% |
| 3M | -10.4% | +8.1% | -18.5% | -12.1% |
| 6M | -19.4% | +4.1% | -23.5% | -21.1% |
| YTD | -17.1% | +41.1% | -58.2% | -23.9% |
| 1Y | -26.3% | +95.6% | -121.8% | -36.8% |
| 3Y | -9.9% | +179.3% | -189.1% | -33.1% |
| All | -9.9% | +177.0% | -186.9% | -33.1% |
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