-18.7%
OPEN vs SCCO
+199.6%
-218.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | -2.9% | +2.4% | -5.4% | -4.6% |
| 30D | -13.8% | +6.4% | -20.2% | -17.6% |
| 3M | -30.9% | +21.6% | -52.4% | -39.7% |
| 6M | -40.9% | +13.4% | -54.4% | -47.0% |
| YTD | -48.5% | +52.6% | -101.2% | -63.7% |
| 1Y | -50.9% | +122.4% | -173.3% | -73.7% |
| All | -18.7% | +199.6% | -218.3% | -73.7% |
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