+108.5%
RF vs SCCO
+162.8%
-54.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -0.9% | -4.8% | +3.9% | -0.1% |
| 30D | +6.0% | -15.8% | +21.8% | +9.0% |
| 3M | -8.9% | -10.9% | +2.0% | -7.7% |
| 6M | +2.3% | -5.1% | +7.4% | +1.5% |
| YTD | +7.6% | +23.2% | -15.7% | -1.8% |
| 1Y | +21.2% | +30.7% | -9.5% | +8.8% |
| 3Y | +108.5% | +164.1% | -55.6% | +32.1% |
| All | +108.5% | +162.8% | -54.2% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling