+460.7%
A vs SCCO
+28,590.1%
-28,129.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -4.2% |
| 7D | -2.1% | +3.4% | -5.5% | -3.2% |
| 30D | +0.6% | +6.6% | -6.0% | -1.7% |
| 3M | +10.9% | +24.5% | -13.6% | +2.1% |
| 6M | +28.2% | +16.5% | +11.7% | +19.3% |
| YTD | +8.6% | +52.1% | -43.5% | -8.9% |
| 1Y | +15.5% | +114.2% | -98.6% | -14.2% |
| 3Y | +31.8% | +207.4% | -175.6% | -15.9% |
| 5Y | -14.9% | +353.7% | -368.6% | -54.0% |
| 10Y | +237.8% | +1,144.5% | -906.7% | +20.1% |
| All | +460.7% | +28,590.1% | -28,129.4% | -44.9% |
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 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