+96.1%
SHOP vs SCCO
+178.0%
-81.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +2.3% |
| 7D | -13.2% | -2.7% | -10.5% | -12.7% |
| 30D | -17.0% | -0.2% | -16.9% | -17.5% |
| 3M | +17.0% | +17.8% | -0.8% | +8.5% |
| 6M | -2.1% | +2.3% | -4.4% | -5.6% |
| YTD | -21.4% | +41.6% | -63.0% | -37.3% |
| 1Y | -11.0% | +101.9% | -112.9% | -40.8% |
| All | +96.1% | +178.0% | -81.9% | +0.3% |
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