+68.4%
SAP vs SCCO
+169.0%
-100.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +0.5% |
| 7D | +0.6% | -1.9% | +2.5% | +0.8% |
| 30D | +6.5% | -17.4% | +24.0% | +8.0% |
| 3M | +12.2% | -11.7% | +23.9% | +13.0% |
| 6M | +46.1% | -12.1% | +58.2% | +46.8% |
| YTD | -1.6% | +20.9% | -22.5% | -8.6% |
| 1Y | -5.1% | +31.3% | -36.5% | -13.4% |
| 3Y | +68.4% | +170.3% | -102.0% | +33.1% |
| All | +68.4% | +169.0% | -100.7% | +33.1% |
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