+72.6%
SPY vs SCCO
+243.3%
-170.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.1% |
| 7D | +2.6% | -1.9% | +4.5% | +3.0% |
| 30D | -2.0% | -17.4% | +15.4% | +1.8% |
| 3M | -2.8% | -11.7% | +8.9% | -0.8% |
| 6M | +2.1% | -12.1% | +14.3% | +3.6% |
| YTD | +11.5% | +20.9% | -9.4% | +3.5% |
| 1Y | +13.5% | +31.3% | -17.9% | +3.1% |
| 3Y | +77.7% | +170.3% | -92.6% | +30.4% |
| All | +72.6% | +243.3% | -170.7% | +15.5% |
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 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