+98.3%
SPYG vs SCCO
+177.0%
-78.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -0.9% | -2.7% | +1.8% | -0.4% |
| 30D | -1.5% | -0.7% | -0.8% | -1.7% |
| 3M | +3.7% | +8.1% | -4.4% | +1.2% |
| 6M | +16.4% | +4.1% | +12.3% | +13.7% |
| YTD | +13.3% | +41.1% | -27.8% | +1.5% |
| 1Y | +17.9% | +95.6% | -77.7% | -3.4% |
| 3Y | +98.3% | +179.3% | -80.9% | +47.7% |
| All | +98.3% | +177.0% | -78.7% | +47.7% |
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