-5.3%
SYK vs SCCO
+43.0%
-48.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.4% | +9.4% |
| 7D | +11.7% | -7.9% | +19.6% | +11.6% |
| 30D | +19.1% | -13.0% | +32.1% | +18.8% |
| 3M | +1.4% | -6.9% | +8.3% | +1.4% |
| 6M | +17.4% | +11.0% | +6.5% | +16.4% |
| YTD | -2.5% | +30.3% | -32.8% | -5.6% |
| 1Y | -5.3% | +45.0% | -50.3% | -8.6% |
| All | -5.3% | +43.0% | -48.2% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling