+184.4%
SCCO vs BURL
+97.8%
+86.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -16.5% | -4.4% | -12.0% | -15.6% |
| 3M | -10.4% | -28.6% | +18.2% | -3.1% |
| 6M | -2.8% | -12.3% | +9.5% | -0.9% |
| YTD | +27.2% | -11.3% | +38.4% | +29.3% |
| 1Y | +33.6% | -10.4% | +44.1% | +34.9% |
| All | +184.4% | +97.8% | +86.6% | +143.8% |
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