-1.0%
SO vs SCCO
+105.0%
-106.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.6% | -0.8% |
| 7D | -1.1% | -2.7% | +1.6% | -1.2% |
| 30D | -3.7% | -0.2% | -3.6% | -3.7% |
| 3M | -5.9% | +17.8% | -23.7% | -5.7% |
| 6M | -7.3% | +2.3% | -9.6% | -7.2% |
| YTD | +3.1% | +41.6% | -38.5% | +3.8% |
| 1Y | -1.0% | +101.9% | -102.9% | +0.8% |
| All | -1.0% | +105.0% | -106.0% | +0.8% |
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