+100.0%
SIMO vs SCCO
+27.6%
+72.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -0.9% |
| 7D | +14.9% | +1.7% | +13.2% | +14.0% |
| 30D | -27.0% | -18.1% | -8.9% | -18.7% |
| 3M | -25.4% | -12.8% | -12.6% | -19.2% |
| 6M | -30.3% | -8.5% | -21.8% | -26.4% |
| YTD | +95.8% | +23.9% | +71.9% | +67.1% |
| 1Y | +100.0% | +30.0% | +70.1% | +64.2% |
| All | +100.0% | +27.6% | +72.4% | +64.2% |
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