+202.0%
SCCO vs SFM
+83.0%
+119.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +0.3% |
| 7D | +2.4% | -7.2% | +9.6% | +2.4% |
| 30D | +6.4% | -14.3% | +20.7% | +6.4% |
| 3M | +21.6% | -13.7% | +35.3% | +21.6% |
| 6M | +13.4% | -6.0% | +19.4% | +13.0% |
| YTD | +52.6% | -8.2% | +60.9% | +52.2% |
| 1Y | +122.4% | -46.2% | +168.6% | +131.7% |
| All | +202.0% | +83.0% | +119.1% | +183.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling