+158.9%
SN vs SCCO
+43.0%
+115.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.5% |
| 7D | +10.6% | -7.9% | +18.5% | +13.2% |
| 30D | +20.0% | -13.0% | +33.0% | +24.7% |
| 3M | +30.4% | -6.9% | +37.2% | +32.1% |
| 6M | +91.0% | +11.0% | +80.0% | +78.7% |
| YTD | +95.9% | +30.3% | +65.7% | +60.2% |
| 1Y | +158.9% | +45.0% | +113.9% | +90.1% |
| All | +158.9% | +43.0% | +115.9% | +90.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling