+2,429.3%
ALL vs SCCO
+33,989.4%
-31,560.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | 0.0% | -5.3% | +5.3% | +1.2% |
| 30D | -1.5% | +2.7% | -4.2% | -2.5% |
| 3M | +23.6% | +4.2% | +19.4% | +20.6% |
| 6M | +22.3% | -0.6% | +23.0% | +19.3% |
| YTD | +26.5% | +45.0% | -18.5% | +11.2% |
| 1Y | +27.0% | +109.3% | -82.3% | +1.2% |
| 3Y | +149.6% | +180.8% | -31.2% | +77.3% |
| 5Y | +118.1% | +314.3% | -196.2% | +35.9% |
| 10Y | +369.0% | +1,083.3% | -714.3% | +110.9% |
| All | +2,429.3% | +33,989.4% | -31,560.0% | +552.5% |
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