+597.0%
SE vs SCCO
+634.3%
-37.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.9% |
| 7D | +0.6% | +3.4% | -2.8% | -0.8% |
| 30D | -0.1% | +6.6% | -6.7% | -3.0% |
| 3M | +34.1% | +24.5% | +9.6% | +20.9% |
| 6M | +23.2% | +16.5% | +6.7% | +13.1% |
| YTD | -11.2% | +52.1% | -63.3% | -29.0% |
| 1Y | -40.5% | +114.2% | -154.7% | -59.6% |
| 3Y | +196.3% | +207.4% | -11.1% | +60.8% |
| 5Y | -67.0% | +353.7% | -420.8% | -85.5% |
| All | +597.0% | +634.3% | -37.3% | +130.6% |
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