+27.5%
SOLS vs SCCO
+55.0%
-27.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.5% | -2.7% | -0.8% | -2.6% |
| 30D | -1.0% | -0.7% | -0.2% | -1.7% |
| 3M | -24.1% | +8.1% | -32.2% | -27.8% |
| 6M | -18.0% | +4.1% | -22.1% | -22.5% |
| YTD | +27.1% | +41.1% | -14.1% | +3.5% |
| All | +27.5% | +55.0% | -27.5% | -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 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