+135.9%
SHOP vs SCCO
+169.0%
-33.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -1.2% | -1.9% | +0.7% | -0.6% |
| 30D | -14.7% | -17.4% | +2.7% | -9.2% |
| 3M | -7.2% | -11.7% | +4.4% | -3.8% |
| 6M | +54.2% | -12.1% | +66.3% | +58.2% |
| YTD | -8.6% | +20.9% | -29.5% | -22.0% |
| 1Y | +0.5% | +31.3% | -30.8% | -17.7% |
| 3Y | +135.9% | +170.3% | -34.4% | +39.4% |
| All | +135.9% | +169.0% | -33.1% | +39.4% |
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