-84.3%
OPEN vs SCCO
+303.5%
-387.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.1% |
| 7D | -11.4% | -2.7% | -8.8% | -10.0% |
| 30D | -20.1% | -0.7% | -19.3% | -20.2% |
| 3M | -37.6% | +8.1% | -45.7% | -41.3% |
| 6M | -47.1% | +4.1% | -51.2% | -50.0% |
| YTD | -52.1% | +41.1% | -93.3% | -64.6% |
| 1Y | -73.5% | +95.6% | -169.0% | -84.6% |
| 3Y | -24.4% | +179.3% | -203.6% | -67.9% |
| All | -84.3% | +303.5% | -387.8% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling