+29.1%
Q vs SCCO
+37.7%
-8.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -1.6% |
| 7D | +11.5% | +1.7% | +9.8% | +10.6% |
| 30D | -0.2% | -18.1% | +17.9% | +11.4% |
| 3M | -13.6% | -12.8% | -0.8% | -7.6% |
| 6M | -27.0% | -8.5% | -18.6% | -24.7% |
| YTD | +50.5% | +23.9% | +26.6% | +33.6% |
| 1Y | +33.8% | +30.0% | +3.8% | +15.9% |
| All | +29.1% | +37.7% | -8.6% | +10.6% |
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