-4.9%
SHOP vs SCCO
+43.0%
-47.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +7.0% |
| 7D | -9.0% | -7.9% | -1.1% | -7.9% |
| 30D | -4.4% | -13.0% | +8.6% | -2.5% |
| 3M | +24.1% | -6.9% | +31.0% | +25.4% |
| 6M | +20.0% | +11.0% | +9.0% | +17.5% |
| YTD | -4.9% | +30.3% | -35.2% | -18.3% |
| 1Y | -4.9% | +45.0% | -49.9% | -25.7% |
| All | -4.9% | +43.0% | -47.9% | -25.7% |
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