+101.9%
SCCO vs TAP
-18.4%
+120.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -2.7% | -5.3% | +2.5% | -3.0% |
| 30D | -0.2% | -7.4% | +7.2% | -0.6% |
| 3M | +17.8% | -4.9% | +22.7% | +17.6% |
| 6M | +2.3% | -14.2% | +16.5% | +3.0% |
| YTD | +41.6% | -14.8% | +56.4% | +43.4% |
| 1Y | +101.9% | -18.1% | +120.0% | +112.6% |
| All | +101.9% | -18.4% | +120.3% | +112.6% |
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