+159.4%
SYF vs SCCO
+199.6%
-40.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -1.3% | +2.4% | -3.8% | -2.0% |
| 30D | -1.1% | +6.4% | -7.5% | -2.7% |
| 3M | +7.4% | +21.6% | -14.2% | +1.8% |
| 6M | +16.2% | +13.4% | +2.8% | +11.0% |
| YTD | -6.1% | +52.6% | -58.8% | -19.7% |
| 1Y | +3.4% | +122.4% | -119.0% | -22.6% |
| All | +159.4% | +199.6% | -40.3% | +65.3% |
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