+133.6%
SPG vs SCCO
+169.0%
-35.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | 0.0% |
| 7D | +2.0% | -1.9% | +3.9% | +2.2% |
| 30D | +17.2% | -17.4% | +34.7% | +19.6% |
| 3M | +6.3% | -11.7% | +18.0% | +7.3% |
| 6M | +18.7% | -12.1% | +30.8% | +19.3% |
| YTD | +30.1% | +20.9% | +9.2% | +21.7% |
| 1Y | +32.8% | +31.3% | +1.4% | +22.1% |
| 3Y | +133.6% | +170.3% | -36.7% | +68.8% |
| All | +133.6% | +169.0% | -35.4% | +68.8% |
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