+105.6%
SCCO vs REPL
+161.1%
-55.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -5.3% | -3.0% | -2.3% | -5.2% |
| 30D | +0.9% | +27.1% | -26.2% | +0.8% |
| 3M | +2.4% | +52.4% | -50.0% | +2.3% |
| 6M | -2.4% | +107.4% | -109.8% | -3.9% |
| YTD | +42.4% | +54.7% | -12.3% | +41.3% |
| 1Y | +105.6% | +158.9% | -53.2% | +98.6% |
| All | +105.6% | +161.1% | -55.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling