+49.3%
SW vs SCCO
+159.8%
-110.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | +0.4% |
| 7D | +4.7% | -12.9% | +17.5% | +8.7% |
| 30D | +5.0% | -18.2% | +23.2% | +10.9% |
| 3M | -7.3% | -13.7% | +6.4% | -4.2% |
| 6M | +15.0% | +0.9% | +14.1% | +12.4% |
| YTD | +18.5% | +21.8% | -3.3% | +5.9% |
| 1Y | +27.1% | +30.5% | -3.3% | +11.0% |
| All | +49.3% | +159.8% | -110.5% | -3.2% |
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