-11.2%
SHOP vs SCCO
+243.3%
-254.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.2% |
| 7D | -1.2% | -1.9% | +0.7% | -0.5% |
| 30D | -14.7% | -17.4% | +2.7% | -7.7% |
| 3M | -7.2% | -11.7% | +4.4% | -3.1% |
| 6M | +54.2% | -12.1% | +66.3% | +58.6% |
| YTD | -8.6% | +20.9% | -29.5% | -23.9% |
| 1Y | +0.5% | +31.3% | -30.8% | -20.2% |
| 3Y | +135.9% | +170.3% | -34.4% | +18.4% |
| All | -11.2% | +243.3% | -254.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling