+179.3%
SCCO vs TRU
-1.3%
+180.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -2.7% | -2.7% | +0.1% | -2.1% |
| 30D | -0.7% | -2.0% | +1.3% | -0.5% |
| 3M | +8.1% | +18.4% | -10.4% | +3.1% |
| 6M | +4.1% | +8.9% | -4.8% | +1.1% |
| YTD | +41.1% | -8.9% | +50.1% | +41.9% |
| 1Y | +95.6% | -15.9% | +111.4% | +100.5% |
| 3Y | +179.3% | -1.1% | +180.3% | +182.6% |
| All | +179.3% | -1.3% | +180.5% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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