+363.5%
SE vs SCCO
+483.4%
-120.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.1% |
| 7D | -0.5% | -1.9% | +1.4% | +0.2% |
| 30D | -20.9% | -17.4% | -3.5% | -14.8% |
| 3M | -38.9% | -11.7% | -27.2% | -36.4% |
| 6M | -19.4% | -12.1% | -7.3% | -17.1% |
| YTD | -40.9% | +20.9% | -61.8% | -48.5% |
| 1Y | -46.2% | +31.3% | -77.5% | -54.9% |
| 3Y | +63.7% | +170.3% | -106.6% | -7.6% |
| 5Y | -77.9% | +240.8% | -318.7% | -89.0% |
| All | +363.5% | +483.4% | -120.0% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling