-13.6%
SOUN vs SCCO
+320.3%
-333.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -4.4% | +2.4% | -6.9% | -5.8% |
| 30D | -13.1% | +6.4% | -19.5% | -16.5% |
| 3M | -7.7% | +21.6% | -29.3% | -17.9% |
| 6M | -21.2% | +13.4% | -34.6% | -28.3% |
| YTD | -35.0% | +52.6% | -87.6% | -51.5% |
| 1Y | -56.4% | +122.4% | -178.7% | -73.9% |
| 3Y | +181.7% | +208.5% | -26.7% | +47.0% |
| All | -13.6% | +320.3% | -333.9% | -48.5% |
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