+56.5%
SAP vs SCCO
+210.1%
-153.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -2.1% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +2.6% | +6.6% | -4.0% | +1.9% |
| 3M | +16.3% | +24.5% | -8.2% | +13.3% |
| 6M | +6.4% | +16.5% | -10.1% | +4.0% |
| YTD | -11.4% | +52.1% | -63.5% | -19.3% |
| 1Y | -20.4% | +114.2% | -134.6% | -33.0% |
| 3Y | +56.5% | +207.4% | -150.9% | +18.5% |
| All | +56.5% | +210.1% | -153.6% | +18.5% |
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