-39.0%
U vs SCCO
+469.9%
-508.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.8% | -5.3% | +1.5% | -1.3% |
| 30D | +17.5% | +2.7% | +14.8% | +15.0% |
| 3M | +38.7% | +4.2% | +34.5% | +33.3% |
| 6M | +104.4% | -0.6% | +105.0% | +98.2% |
| YTD | -5.7% | +45.0% | -50.7% | -27.4% |
| 1Y | +3.7% | +109.3% | -105.6% | -35.4% |
| 3Y | +12.3% | +180.8% | -168.5% | -42.4% |
| 5Y | -68.8% | +314.3% | -383.1% | -86.9% |
| All | -39.0% | +469.9% | -508.9% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling