+106.1%
T vs SCCO
+178.0%
-71.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.2% | +8.8% | +1.4% |
| 7D | -2.4% | -2.7% | +0.3% | -2.5% |
| 30D | +4.3% | -0.2% | +4.5% | +4.3% |
| 3M | +11.6% | +17.8% | -6.2% | +12.0% |
| 6M | -5.6% | +2.3% | -7.8% | -5.3% |
| YTD | +6.6% | +41.6% | -35.0% | +7.1% |
| 1Y | -8.4% | +101.9% | -110.3% | -7.9% |
| All | +106.1% | +178.0% | -71.9% | +98.9% |
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