+43.8%
SO vs SCCO
+199.6%
-155.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.7% |
| 7D | 0.0% | +2.4% | -2.4% | 0.0% |
| 30D | -2.5% | +6.4% | -8.9% | -2.5% |
| 3M | -4.2% | +21.6% | -25.7% | -4.3% |
| 6M | -7.7% | +13.4% | -21.1% | -7.8% |
| YTD | +3.8% | +52.6% | -48.8% | +3.1% |
| 1Y | +0.1% | +122.4% | -122.3% | -1.5% |
| All | +43.8% | +199.6% | -155.8% | +32.2% |
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 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