+1.3%
U vs SCCO
+101.5%
-100.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +5.5% | -2.7% | +8.2% | +6.2% |
| 30D | -1.3% | -0.7% | -0.6% | -1.5% |
| 3M | +64.6% | +8.1% | +56.5% | +59.1% |
| 6M | +119.4% | +4.1% | +115.3% | +112.0% |
| YTD | -0.5% | +41.1% | -41.6% | -19.0% |
| 1Y | +1.3% | +95.6% | -94.3% | -28.0% |
| All | +1.3% | +101.5% | -100.3% | -28.0% |
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