+201.0%
SCCO vs M
+115.8%
+85.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.6% |
| 7D | +3.4% | +2.4% | +1.1% | +2.8% |
| 30D | +6.6% | -11.6% | +18.2% | +9.8% |
| 3M | +24.5% | +1.6% | +22.9% | +23.6% |
| 6M | +16.5% | +25.2% | -8.7% | +10.2% |
| YTD | +52.1% | +3.8% | +48.4% | +49.2% |
| 1Y | +114.2% | +36.3% | +77.8% | +96.6% |
| All | +201.0% | +115.8% | +85.2% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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