+72.5%
SMR vs SCCO
+178.0%
-105.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.2% | +1.7% | +1.2% |
| 7D | +4.7% | -2.7% | +7.4% | +7.7% |
| 30D | +3.2% | -0.2% | +3.4% | +3.3% |
| 3M | +9.9% | +17.8% | -7.9% | -6.5% |
| 6M | -15.1% | +2.3% | -17.4% | -17.6% |
| YTD | -27.9% | +41.6% | -69.5% | -51.3% |
| 1Y | -70.2% | +101.9% | -172.1% | -85.6% |
| All | +72.5% | +178.0% | -105.5% | -44.6% |
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