+309.7%
SN vs SCCO
+186.2%
+123.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.7% | -3.4% |
| 7D | -3.4% | +2.4% | -5.8% | -4.3% |
| 30D | -9.1% | +6.4% | -15.5% | -11.4% |
| 3M | +31.8% | +21.6% | +10.2% | +21.4% |
| 6M | +52.0% | +13.4% | +38.6% | +42.4% |
| YTD | +51.3% | +52.6% | -1.3% | +24.1% |
| 1Y | +46.9% | +122.4% | -75.5% | +2.5% |
| 3Y | +394.9% | +208.5% | +186.5% | +189.2% |
| All | +309.7% | +186.2% | +123.4% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling