-29.8%
SYK vs SCCO
+102.2%
-132.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.3% | -2.1% |
| 7D | -12.3% | -2.7% | -9.6% | -12.3% |
| 30D | -22.4% | -0.2% | -22.3% | -22.4% |
| 3M | -12.3% | +17.8% | -30.1% | -12.4% |
| 6M | -24.3% | +2.3% | -26.6% | -24.5% |
| YTD | -22.8% | +41.6% | -64.4% | -23.5% |
| All | -29.8% | +102.2% | -132.1% | -31.3% |
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 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