+180.2%
SCCO vs SM
-0.7%
+180.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.5% | -7.8% | -7.3% |
| 7D | -2.7% | +2.1% | -4.8% | -3.0% |
| 30D | -0.2% | +18.1% | -18.3% | -2.5% |
| 3M | +17.8% | +17.0% | +0.8% | +14.6% |
| 6M | +2.3% | +55.4% | -53.2% | -8.2% |
| YTD | +41.6% | +108.6% | -66.9% | +16.3% |
| 1Y | +101.9% | +45.7% | +56.2% | +82.7% |
| All | +180.2% | -0.7% | +180.9% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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