+57.8%
T vs SCCO
+243.3%
-185.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +2.5% | -1.9% | +4.4% | +2.6% |
| 30D | -3.8% | -17.4% | +13.6% | -3.4% |
| 3M | -8.7% | -11.7% | +2.9% | -8.7% |
| 6M | -8.1% | -12.1% | +4.0% | -8.2% |
| YTD | -6.4% | +20.9% | -27.3% | -8.9% |
| 1Y | -9.8% | +31.3% | -41.1% | -12.7% |
| 3Y | +65.5% | +170.3% | -104.8% | +42.9% |
| All | +57.8% | +243.3% | -185.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling