+284.7%
P vs SCCO
+243.3%
+41.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | -0.9% |
| 7D | +11.6% | -1.9% | +13.5% | +12.5% |
| 30D | -23.7% | -17.4% | -6.3% | -17.3% |
| 3M | -8.0% | -11.7% | +3.7% | -3.5% |
| 6M | +27.9% | -12.1% | +40.0% | +33.3% |
| YTD | +61.2% | +20.9% | +40.3% | +43.0% |
| 1Y | +28.6% | +31.3% | -2.7% | +9.7% |
| 3Y | +200.5% | +170.3% | +30.2% | +83.5% |
| All | +284.7% | +243.3% | +41.4% | +120.1% |
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