+27.6%
O vs SCCO
+178.0%
-150.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | -0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -3.4% |
| 30D | -3.3% | -0.2% | -3.2% | -3.4% |
| 3M | -2.8% | +17.8% | -20.6% | -3.9% |
| 6M | -5.8% | +2.3% | -8.0% | -6.3% |
| YTD | +9.4% | +41.6% | -32.2% | +5.8% |
| 1Y | +5.7% | +101.9% | -96.2% | -0.7% |
| All | +27.6% | +178.0% | -150.4% | +7.7% |
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