+100.5%
SIMO vs SCCO
+43.0%
+57.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.9% | -11.5% | -10.6% |
| 7D | -16.9% | -7.9% | -9.0% | -13.4% |
| 30D | -35.4% | -13.0% | -22.4% | -30.5% |
| 3M | -31.9% | -6.9% | -25.0% | -29.1% |
| 6M | -19.3% | +11.0% | -30.3% | -20.0% |
| YTD | +98.5% | +30.3% | +68.2% | +59.8% |
| 1Y | +100.5% | +45.0% | +55.5% | +43.8% |
| All | +100.5% | +43.0% | +57.6% | +43.8% |
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