+19.6%
SW vs SCCO
+182.2%
-162.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -5.1% | -5.3% | +0.2% | -3.5% |
| 30D | -4.6% | +2.7% | -7.3% | -5.6% |
| 3M | +9.4% | +4.2% | +5.2% | +6.9% |
| 6M | +3.5% | -0.6% | +4.1% | +1.7% |
| YTD | +22.0% | +45.0% | -22.9% | +4.3% |
| 1Y | +2.2% | +109.3% | -107.1% | -23.5% |
| All | +19.6% | +182.2% | -162.6% | -25.2% |
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