+7.5%
SMR vs SCCO
+277.1%
-269.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.6% |
| 7D | +13.1% | +2.4% | +10.6% | +11.3% |
| 30D | +17.8% | +6.4% | +11.3% | +12.5% |
| 3M | +8.1% | +21.6% | -13.5% | -6.6% |
| 6M | -11.1% | +13.4% | -24.5% | -19.0% |
| YTD | -23.7% | +52.6% | -76.3% | -45.0% |
| 1Y | -69.4% | +122.4% | -191.8% | -82.7% |
| 3Y | +82.6% | +208.5% | -125.9% | -11.9% |
| All | +7.5% | +277.1% | -269.7% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling