+184.3%
SE vs SCCO
+199.6%
-15.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -3.6% | +2.4% | -6.1% | -4.3% |
| 30D | -5.3% | +6.4% | -11.7% | -7.1% |
| 3M | +28.1% | +21.6% | +6.5% | +20.2% |
| 6M | +20.7% | +13.4% | +7.2% | +14.7% |
| YTD | -14.8% | +52.6% | -67.4% | -27.0% |
| 1Y | -43.6% | +122.4% | -166.0% | -57.4% |
| All | +184.3% | +199.6% | -15.3% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling