+214.8%
TER vs SCCO
+105.0%
+109.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | +2.3% |
| 7D | +9.4% | -2.7% | +12.1% | +11.6% |
| 30D | -2.4% | -0.2% | -2.3% | -3.5% |
| 3M | +6.5% | +17.8% | -11.2% | -8.0% |
| 6M | +23.2% | +2.3% | +20.9% | +18.2% |
| YTD | +91.5% | +41.6% | +49.9% | +44.7% |
| 1Y | +214.8% | +101.9% | +112.9% | +115.0% |
| All | +214.8% | +105.0% | +109.8% | +115.0% |
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