+96.2%
SCCO vs SFM
-46.5%
+142.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.2% | -6.0% | -7.3% |
| 7D | -2.7% | -8.8% | +6.1% | -3.5% |
| 30D | -0.2% | -14.5% | +14.3% | -1.6% |
| 3M | +17.8% | -16.8% | +34.6% | +15.8% |
| 6M | +2.3% | -5.3% | +7.6% | +1.8% |
| YTD | +41.6% | -9.4% | +51.0% | +41.3% |
| All | +96.2% | -46.5% | +142.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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