+322.4%
NET vs SCCO
+177.8%
+144.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.1% |
| 7D | -16.4% | -7.9% | -8.5% | -14.5% |
| 30D | -25.8% | -13.0% | -12.8% | -23.2% |
| 3M | -11.5% | -6.9% | -4.7% | -10.1% |
| 6M | +18.9% | +11.0% | +8.0% | +14.8% |
| YTD | +35.2% | +30.3% | +4.9% | +18.3% |
| 1Y | +14.5% | +45.0% | -30.5% | -3.8% |
| All | +322.4% | +177.8% | +144.6% | +164.5% |
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