+65.5%
SITM vs SCCO
+20.8%
+44.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +3.7% | +2.4% | +1.3% | +2.0% |
| 30D | -14.5% | +6.4% | -20.9% | -18.1% |
| 3M | -10.6% | +21.6% | -32.1% | -22.2% |
| 6M | +65.5% | +13.4% | +52.1% | +51.0% |
| All | +65.5% | +20.8% | +44.8% | +51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling