+180.6%
SLV vs SCCO
+198.6%
-18.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -3.5% |
| 7D | +2.5% | +3.4% | -0.9% | +0.4% |
| 30D | +3.3% | +6.6% | -3.4% | -0.8% |
| 3M | -3.6% | +24.5% | -28.1% | -15.5% |
| 6M | -21.8% | +16.5% | -38.3% | -29.2% |
| YTD | -7.8% | +52.1% | -60.0% | -23.7% |
| 1Y | +58.3% | +114.2% | -55.9% | +14.2% |
| All | +180.6% | +198.6% | -18.0% | +81.5% |
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