+45.0%
SCCO vs TAP
+4.4%
+40.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +2.3% |
| 7D | -7.9% | +9.9% | -17.8% | -6.6% |
| 30D | -13.0% | +18.1% | -31.1% | -11.1% |
| 3M | -6.9% | +3.2% | -10.1% | -5.6% |
| 6M | +11.0% | +8.4% | +2.5% | +12.5% |
| YTD | +30.3% | -4.4% | +34.7% | +34.8% |
| 1Y | +45.0% | +3.2% | +41.7% | +49.0% |
| All | +45.0% | +4.4% | +40.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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