+179.3%
SCCO vs EVRG
+72.5%
+106.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | +8.1% | -0.6% | +8.7% | +7.9% |
| 6M | +4.1% | +2.4% | +1.7% | +2.7% |
| YTD | +41.1% | +15.5% | +25.7% | +33.8% |
| 1Y | +95.6% | +16.8% | +78.7% | +84.4% |
| 3Y | +179.3% | +75.0% | +104.2% | +114.6% |
| All | +179.3% | +72.5% | +106.7% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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