-53.2%
S vs SCCO
+305.9%
-359.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -7.7% | -5.3% | -2.4% | -6.5% |
| 30D | -5.3% | +2.7% | -8.0% | -6.2% |
| 3M | +20.3% | +4.2% | +16.1% | +18.0% |
| 6M | +47.4% | -0.6% | +48.0% | +44.9% |
| YTD | +32.5% | +45.0% | -12.4% | +12.1% |
| 1Y | +9.5% | +109.3% | -99.8% | -19.6% |
| 3Y | +15.5% | +180.8% | -165.3% | -28.6% |
| 5Y | -71.2% | +314.3% | -385.5% | -85.1% |
| All | -53.2% | +305.9% | -359.1% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling