-73.3%
U vs SCCO
+243.3%
-316.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +6.5% |
| 7D | +2.6% | -1.9% | +4.5% | +3.3% |
| 30D | +27.6% | -17.4% | +45.0% | +39.0% |
| 3M | +15.3% | -11.7% | +27.0% | +20.0% |
| 6M | +96.4% | -12.1% | +108.5% | +101.0% |
| YTD | +19.6% | +20.9% | -1.3% | -4.3% |
| 1Y | +42.1% | +31.3% | +10.8% | +7.8% |
| 3Y | +87.5% | +170.3% | -82.8% | -17.2% |
| All | -73.3% | +243.3% | -316.5% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling