+16.4%
SPGI vs SCCO
+199.6%
-183.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | +2.0% | +6.4% | -4.4% | +1.7% |
| 3M | +4.3% | +21.6% | -17.2% | +3.3% |
| 6M | -0.2% | +13.4% | -13.6% | -1.1% |
| YTD | -14.8% | +52.6% | -67.4% | -18.9% |
| 1Y | -18.5% | +122.4% | -140.9% | -26.8% |
| All | +16.4% | +199.6% | -183.3% | -5.0% |
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