+170.3%
SCCO vs TAP
-22.2%
+192.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.7% |
| 7D | -1.9% | +1.3% | -3.2% | -2.0% |
| 30D | -17.4% | +5.7% | -23.1% | -17.8% |
| 3M | -11.7% | -1.9% | -9.7% | -11.4% |
| 6M | -12.1% | +0.9% | -13.1% | -12.4% |
| YTD | +20.9% | -9.5% | +30.4% | +22.8% |
| 1Y | +31.3% | -9.0% | +40.3% | +33.1% |
| 3Y | +170.3% | -22.2% | +192.6% | +171.9% |
| All | +170.3% | -22.2% | +192.5% | +171.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling