+158.7%
P vs SCCO
+210.1%
-51.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | -0.3% |
| 7D | +7.8% | +3.4% | +4.4% | +6.3% |
| 30D | +12.3% | +6.6% | +5.7% | +8.7% |
| 3M | +37.1% | +24.5% | +12.6% | +24.3% |
| 6M | +66.1% | +16.5% | +49.6% | +52.0% |
| YTD | +50.9% | +52.1% | -1.2% | +20.1% |
| 1Y | +27.2% | +114.2% | -86.9% | -14.7% |
| 3Y | +158.7% | +207.4% | -48.8% | +40.5% |
| All | +158.7% | +210.1% | -51.4% | +40.5% |
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