+475.9%
SITM vs SCCO
+177.0%
+298.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.9% | +5.8% |
| 7D | +3.9% | -2.7% | +6.5% | +5.1% |
| 30D | -6.6% | -0.7% | -5.9% | -7.4% |
| 3M | -11.9% | +8.1% | -20.0% | -18.1% |
| 6M | +81.1% | +4.1% | +77.0% | +70.7% |
| YTD | +80.0% | +41.1% | +38.8% | +25.2% |
| 1Y | +145.8% | +95.6% | +50.3% | +29.0% |
| 3Y | +475.9% | +179.3% | +296.6% | +134.0% |
| All | +475.9% | +177.0% | +298.8% | +134.0% |
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