+7.3%
MSCI vs SCCO
+210.1%
-202.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.9% | -8.7% | -4.1% |
| 7D | -2.1% | +3.4% | -5.5% | -2.3% |
| 30D | -1.7% | +6.6% | -8.4% | -2.3% |
| 3M | -8.2% | +24.5% | -32.7% | -10.3% |
| 6M | -2.4% | +16.5% | -18.9% | -4.3% |
| YTD | -2.8% | +52.1% | -54.9% | -9.5% |
| 1Y | -2.7% | +114.2% | -116.8% | -14.8% |
| 3Y | +7.3% | +207.4% | -200.1% | -15.4% |
| All | +7.3% | +210.1% | -202.8% | -15.4% |
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