+47.4%
TER vs SCCO
+26.3%
+21.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.2% |
| 7D | +14.4% | -1.9% | +16.3% | +16.8% |
| 30D | -30.6% | -17.4% | -13.2% | -17.0% |
| 3M | -39.2% | -11.7% | -27.5% | -32.0% |
| 6M | -31.3% | -12.1% | -19.2% | -23.0% |
| YTD | +29.1% | +20.9% | +8.2% | +3.6% |
| 1Y | +47.4% | +31.3% | +16.1% | +6.8% |
| All | +47.4% | +26.3% | +21.2% | +6.8% |
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