+102.0%
META vs SCCO
+187.0%
-85.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +3.9% |
| 7D | +5.7% | -0.9% | +6.6% | +5.9% |
| 30D | -10.8% | -15.0% | +4.3% | -7.5% |
| 3M | +8.4% | -9.1% | +17.5% | +10.1% |
| 6M | +5.4% | -0.9% | +6.3% | +4.0% |
| YTD | -2.6% | +29.7% | -32.3% | -11.8% |
| 1Y | +3.5% | +38.2% | -34.7% | -8.0% |
| 3Y | +102.0% | +191.5% | -89.5% | +47.9% |
| All | +102.0% | +187.0% | -85.0% | +47.9% |
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