+11.0%
S vs SCCO
+105.0%
-94.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.2% | +9.1% | +1.7% |
| 7D | +0.1% | -2.7% | +2.8% | 0.0% |
| 30D | -11.8% | -0.2% | -11.6% | -11.6% |
| 3M | +33.9% | +17.8% | +16.2% | +34.9% |
| 6M | +40.1% | +2.3% | +37.8% | +40.5% |
| YTD | +32.1% | +41.6% | -9.5% | +23.7% |
| 1Y | +11.0% | +101.9% | -90.8% | -6.8% |
| All | +11.0% | +105.0% | -94.0% | -6.8% |
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