+178.2%
SOUN vs SCCO
+177.0%
+1.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -7.1% | -2.7% | -4.5% | -5.7% |
| 30D | -15.4% | -0.7% | -14.7% | -15.9% |
| 3M | -10.6% | +8.1% | -18.7% | -17.0% |
| 6M | -19.6% | +4.1% | -23.7% | -25.3% |
| YTD | -37.2% | +41.1% | -78.3% | -57.5% |
| 1Y | -57.1% | +95.6% | -152.6% | -78.7% |
| 3Y | +178.2% | +179.3% | -1.0% | -19.8% |
| All | +178.2% | +177.0% | +1.2% | -19.8% |
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 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