+412.0%
SN vs SCCO
+210.1%
+201.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.8% |
| 7D | +0.1% | +3.4% | -3.3% | -1.2% |
| 30D | -5.6% | +6.6% | -12.2% | -8.1% |
| 3M | +48.1% | +24.5% | +23.6% | +34.8% |
| 6M | +57.6% | +16.5% | +41.1% | +45.9% |
| YTD | +56.5% | +52.1% | +4.4% | +27.4% |
| 1Y | +52.6% | +114.2% | -61.6% | +6.3% |
| 3Y | +412.0% | +207.4% | +204.5% | +192.3% |
| All | +412.0% | +210.1% | +201.9% | +192.3% |
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