+327.2%
SMH vs SCCO
+303.5%
+23.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -2.7% | +2.9% | +1.3% |
| 30D | -2.8% | -0.7% | -2.1% | -3.0% |
| 3M | -6.7% | +8.1% | -14.8% | -10.5% |
| 6M | +41.8% | +4.1% | +37.7% | +37.3% |
| YTD | +57.9% | +41.1% | +16.7% | +31.6% |
| 1Y | +87.6% | +95.6% | -7.9% | +35.1% |
| 3Y | +282.9% | +179.3% | +103.7% | +129.2% |
| All | +327.2% | +303.5% | +23.7% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling