+17.5%
P vs SCCO
+43.0%
-25.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.9% | -6.9% | -5.6% |
| 7D | -19.4% | -7.9% | -11.5% | -17.2% |
| 30D | -22.3% | -13.0% | -9.3% | -18.7% |
| 3M | +33.2% | -6.9% | +40.1% | +35.6% |
| 6M | +53.6% | +11.0% | +42.7% | +47.7% |
| YTD | +66.8% | +30.3% | +36.5% | +43.1% |
| 1Y | +17.5% | +45.0% | -27.5% | -3.0% |
| All | +17.5% | +43.0% | -25.4% | -3.0% |
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