+190.8%
SCCO vs BURL
+63.9%
+126.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.0% |
| 7D | -5.3% | -2.8% | -2.5% | -4.6% |
| 30D | +2.7% | -28.2% | +30.8% | +11.4% |
| 3M | +4.2% | -17.6% | +21.8% | +9.0% |
| 6M | -0.6% | -11.8% | +11.1% | +1.7% |
| YTD | +45.0% | -8.1% | +53.1% | +46.7% |
| 1Y | +109.3% | -12.0% | +121.3% | +112.4% |
| All | +190.8% | +63.9% | +126.9% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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