+292.2%
TER vs SCCO
+199.6%
+92.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +12.4% | +2.4% | +9.9% | +10.5% |
| 30D | +5.1% | +6.4% | -1.3% | 0.0% |
| 3M | +4.0% | +21.6% | -17.6% | -9.1% |
| 6M | +29.5% | +13.4% | +16.1% | +18.5% |
| YTD | +98.5% | +52.6% | +45.8% | +53.0% |
| 1Y | +234.1% | +122.4% | +111.7% | +110.4% |
| All | +292.2% | +199.6% | +92.5% | +105.1% |
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