-40.9%
SE vs SCCO
+105.9%
-146.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.1% | -5.3% | -0.8% | -4.9% |
| 30D | -2.5% | +0.9% | -3.3% | -2.8% |
| 3M | +21.7% | +2.4% | +19.3% | +20.3% |
| 6M | +27.0% | -2.4% | +29.4% | +23.8% |
| YTD | -12.1% | +42.4% | -54.6% | -21.9% |
| 1Y | -40.9% | +105.6% | -146.6% | -50.5% |
| All | -40.9% | +105.9% | -146.9% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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