+223.8%
SIMO vs SCCO
+101.5%
+122.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.6% | +7.4% |
| 7D | +11.0% | -2.7% | +13.7% | +12.4% |
| 30D | +17.9% | -0.7% | +18.6% | +17.8% |
| 3M | +3.9% | +8.1% | -4.2% | -0.4% |
| 6M | +131.0% | +4.1% | +126.9% | +124.5% |
| YTD | +209.3% | +41.1% | +168.2% | +141.2% |
| 1Y | +223.8% | +95.6% | +128.2% | +112.3% |
| All | +223.8% | +101.5% | +122.2% | +112.3% |
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 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