+452.3%
SIMO vs SCCO
+210.1%
+242.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.2% | +4.1% |
| 7D | +14.6% | +3.4% | +11.2% | +13.0% |
| 30D | +6.2% | +6.6% | -0.4% | +3.0% |
| 3M | +3.6% | +24.5% | -20.9% | -6.0% |
| 6M | +130.8% | +16.5% | +114.3% | +113.8% |
| YTD | +195.8% | +52.1% | +143.6% | +138.5% |
| 1Y | +225.0% | +114.2% | +110.8% | +126.7% |
| 3Y | +452.3% | +207.4% | +244.9% | +249.0% |
| All | +452.3% | +210.1% | +242.2% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling