+180.5%
PL vs SCCO
+105.9%
+74.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | -9.3% | -5.3% | -4.0% | -6.2% |
| 30D | -18.9% | +0.9% | -19.8% | -19.7% |
| 3M | -58.4% | +2.4% | -60.8% | -58.8% |
| 6M | -30.3% | -2.4% | -27.9% | -28.5% |
| YTD | -8.1% | +42.4% | -50.6% | -25.4% |
| 1Y | +180.5% | +105.6% | +74.8% | +123.1% |
| All | +180.5% | +105.9% | +74.6% | +123.1% |
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 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