+99.6%
PSX vs SCCO
+109.6%
-10.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.5% | -5.3% | +9.8% | +4.3% |
| 30D | +26.6% | +2.7% | +23.9% | +26.7% |
| 3M | +39.3% | +4.2% | +35.1% | +39.9% |
| 6M | +56.8% | -0.6% | +57.4% | +60.2% |
| YTD | +101.8% | +45.0% | +56.8% | +90.4% |
| 1Y | +99.6% | +109.3% | -9.7% | +83.9% |
| All | +99.6% | +109.6% | -10.0% | +83.9% |
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