+35.3%
W vs SCCO
+199.6%
-164.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | -0.1% |
| 7D | +5.9% | +2.4% | +3.5% | +4.0% |
| 30D | -3.0% | +6.4% | -9.5% | -7.8% |
| 3M | +40.3% | +21.6% | +18.8% | +20.9% |
| 6M | +32.2% | +13.4% | +18.8% | +17.5% |
| YTD | -0.3% | +52.6% | -52.9% | -32.8% |
| 1Y | +16.2% | +122.4% | -106.2% | -43.4% |
| All | +35.3% | +199.6% | -164.3% | -55.6% |
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