+29.7%
Q vs SCCO
+57.3%
-27.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.2% | +5.5% | +2.1% |
| 7D | +4.1% | -2.7% | +6.8% | +5.4% |
| 30D | -10.7% | -0.2% | -10.6% | -11.5% |
| 3M | -11.7% | +17.8% | -29.5% | -20.5% |
| 6M | +8.3% | +2.3% | +6.1% | +3.3% |
| YTD | +51.3% | +41.6% | +9.7% | +24.7% |
| All | +29.7% | +57.3% | -27.6% | +3.3% |
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