+8.5%
NI vs SCCO
+43.0%
-34.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.5% |
| 7D | +3.9% | -7.9% | +11.8% | +4.1% |
| 30D | +15.3% | -13.0% | +28.3% | +15.6% |
| 3M | +2.4% | -6.9% | +9.3% | +2.4% |
| 6M | -4.5% | +11.0% | -15.5% | -5.6% |
| YTD | +11.4% | +30.3% | -18.9% | +5.6% |
| 1Y | +8.5% | +45.0% | -36.5% | +1.1% |
| All | +8.5% | +43.0% | -34.5% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling