+115.3%
SPOT vs SCCO
+303.5%
-188.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | +7.4% | -0.7% | +8.1% | +7.1% |
| 3M | +8.2% | +8.1% | +0.1% | +5.6% |
| 6M | +2.2% | +4.1% | -1.9% | -0.3% |
| YTD | -9.5% | +41.1% | -50.6% | -19.3% |
| 1Y | -23.8% | +95.6% | -119.4% | -38.4% |
| 3Y | +233.5% | +179.3% | +54.2% | +134.9% |
| All | +115.3% | +303.5% | -188.3% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling