+221.3%
SIMO vs SCCO
+105.0%
+116.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.2% | +2.7% | -1.2% |
| 7D | +12.5% | -2.7% | +15.2% | +14.0% |
| 30D | +18.4% | -0.2% | +18.6% | +18.1% |
| 3M | +5.6% | +17.8% | -12.2% | -2.1% |
| 6M | +116.9% | +2.3% | +114.7% | +112.2% |
| YTD | +188.4% | +41.6% | +146.8% | +123.0% |
| 1Y | +221.3% | +101.9% | +119.4% | +101.1% |
| All | +221.3% | +105.0% | +116.3% | +101.1% |
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