+11.1%
SKDD vs SCCO
-6.5%
+17.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -6.5% | +35.1% | +17.3% |
| 7D | +60.6% | -12.9% | +73.5% | +31.3% |
| 30D | +76.2% | -18.2% | +94.5% | +32.8% |
| 3M | -4.6% | -13.7% | +9.1% | -17.5% |
| All | +11.1% | -6.5% | +17.6% | +31.9% |
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 · Available span rolling