+171.0%
W vs SCCO
+169.0%
+2.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +2.0% |
| 7D | +0.2% | -1.9% | +2.1% | +1.4% |
| 30D | +6.8% | -17.4% | +24.2% | +20.2% |
| 3M | +10.7% | -11.7% | +22.3% | +17.5% |
| 6M | +86.3% | -12.1% | +98.5% | +96.4% |
| YTD | +11.5% | +20.9% | -9.4% | -12.5% |
| 1Y | +5.1% | +31.3% | -26.2% | -23.0% |
| 3Y | +171.0% | +170.3% | +0.7% | +4.9% |
| All | +171.0% | +169.0% | +2.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling