+9.5%
TPR vs SCCO
+113.5%
-104.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -7.3% | +2.4% | -9.8% | -7.9% |
| 30D | -30.7% | +6.4% | -37.1% | -31.9% |
| 3M | -21.6% | +21.6% | -43.2% | -25.7% |
| 6M | -21.3% | +13.4% | -34.7% | -25.2% |
| YTD | -10.2% | +52.6% | -62.8% | -22.1% |
| 1Y | +9.5% | +122.4% | -112.9% | -9.3% |
| All | +9.5% | +113.5% | -104.0% | -9.3% |
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