+8.1%
W vs SCCO
+102.2%
-94.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.2% | +4.6% | +0.8% |
| 7D | +0.5% | -2.7% | +3.2% | +1.6% |
| 30D | -5.6% | -0.2% | -5.4% | -6.2% |
| 3M | +41.9% | +17.8% | +24.1% | +29.6% |
| 6M | +30.2% | +2.3% | +28.0% | +24.4% |
| YTD | -2.9% | +41.6% | -44.6% | -23.4% |
| All | +8.1% | +102.2% | -94.1% | -22.8% |
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