-14.4%
SMR vs SCCO
+248.7%
-263.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.3% | -15.3% | -15.4% |
| 7D | -11.2% | -2.7% | -8.6% | -9.1% |
| 30D | -10.2% | -0.7% | -9.5% | -9.6% |
| 3M | -10.0% | +8.1% | -18.1% | -15.0% |
| 6M | -30.5% | +4.1% | -34.6% | -32.4% |
| YTD | -39.2% | +41.1% | -80.4% | -53.5% |
| 1Y | -75.5% | +95.6% | -171.1% | -84.8% |
| 3Y | +45.4% | +179.3% | -133.8% | -25.1% |
| All | -14.4% | +248.7% | -263.1% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling