+184.4%
SCCO vs M
+159.6%
+24.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | -16.5% | +8.1% | -24.6% | -18.2% |
| 3M | -10.4% | +2.2% | -12.6% | -11.2% |
| 6M | -2.8% | +35.1% | -37.9% | -9.9% |
| YTD | +27.2% | +15.8% | +11.3% | +21.1% |
| 1Y | +33.6% | +25.8% | +7.8% | +24.6% |
| All | +184.4% | +159.6% | +24.8% | +118.8% |
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