+50.2%
SAN vs SCCO
+101.5%
-51.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.8% |
| 30D | +0.9% | -0.7% | +1.7% | +0.7% |
| 3M | +19.1% | +8.1% | +11.0% | +15.4% |
| 6M | +33.2% | +4.1% | +29.1% | +27.7% |
| YTD | +29.1% | +41.1% | -12.0% | +12.0% |
| 1Y | +50.2% | +95.6% | -45.3% | +22.3% |
| All | +50.2% | +101.5% | -51.3% | +22.3% |
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