+447.8%
SN vs SCCO
+126.7%
+321.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.7% |
| 7D | +1.5% | -1.9% | +3.5% | +2.2% |
| 30D | +21.5% | -17.4% | +38.9% | +29.2% |
| 3M | +20.0% | -11.7% | +31.7% | +23.9% |
| 6M | +119.9% | -12.1% | +132.0% | +124.7% |
| YTD | +102.3% | +20.9% | +81.4% | +78.6% |
| 1Y | +148.0% | +31.3% | +116.6% | +111.7% |
| 3Y | +450.0% | +170.3% | +279.7% | +244.4% |
| All | +447.8% | +126.7% | +321.1% | +222.2% |
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