+57.8%
SAN vs SCCO
+105.9%
-48.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.8% | -5.3% | +7.0% | +3.3% |
| 30D | +2.0% | +0.9% | +1.1% | +1.4% |
| 3M | +19.7% | +2.4% | +17.3% | +17.6% |
| 6M | +30.6% | -2.4% | +33.0% | +26.6% |
| YTD | +28.8% | +42.4% | -13.6% | +12.1% |
| 1Y | +57.8% | +105.6% | -47.9% | +32.8% |
| All | +57.8% | +105.9% | -48.2% | +32.8% |
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