+293.4%
SN vs SCCO
+165.6%
+127.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.3% | -1.4% |
| 7D | -7.2% | -2.7% | -4.5% | -6.4% |
| 30D | -13.4% | -0.2% | -13.2% | -13.6% |
| 3M | +26.8% | +17.8% | +9.0% | +18.1% |
| 6M | +44.6% | +2.3% | +42.3% | +40.5% |
| YTD | +45.3% | +41.6% | +3.7% | +22.3% |
| 1Y | +40.1% | +101.9% | -61.8% | +1.4% |
| 3Y | +375.3% | +186.2% | +189.1% | +185.1% |
| All | +293.4% | +165.6% | +127.8% | +120.7% |
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