+65.7%
T vs SCCO
+346.0%
-280.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -3.1% | +2.4% | -5.5% | -3.2% |
| 30D | +4.6% | +6.4% | -1.8% | +4.2% |
| 3M | +12.2% | +21.6% | -9.3% | +11.1% |
| 6M | -6.5% | +13.4% | -19.9% | -7.2% |
| YTD | +4.9% | +52.6% | -47.7% | +1.5% |
| 1Y | -10.5% | +122.4% | -132.9% | -16.3% |
| 3Y | +104.6% | +208.5% | -103.9% | +78.0% |
| All | +65.7% | +346.0% | -280.3% | +31.5% |
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