+233.5%
SPOT vs SCCO
+177.0%
+56.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | +7.4% | -0.7% | +8.1% | +7.2% |
| 3M | +8.2% | +8.1% | +0.1% | +6.5% |
| 6M | +2.2% | +4.1% | -1.9% | +0.5% |
| YTD | -9.5% | +41.1% | -50.6% | -17.0% |
| 1Y | -23.8% | +95.6% | -119.4% | -35.6% |
| 3Y | +233.5% | +179.3% | +54.2% | +164.0% |
| All | +233.5% | +177.0% | +56.4% | +164.0% |
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