+310.9%
SCCO vs SM
+108.4%
+202.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.7% | +4.6% | -7.2% | -3.6% |
| 30D | -0.7% | +18.2% | -18.9% | -4.2% |
| 3M | +8.1% | +22.5% | -14.4% | +2.6% |
| 6M | +4.1% | +50.6% | -46.5% | -8.4% |
| YTD | +41.1% | +108.1% | -67.0% | +12.5% |
| 1Y | +95.6% | +46.0% | +49.6% | +71.0% |
| 3Y | +179.3% | +2.9% | +176.4% | +157.5% |
| All | +310.9% | +108.4% | +202.5% | +200.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling