+1,315.3%
AMAT vs SCCO
+844.0%
+471.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.2% | +6.1% | +8.5% |
| 7D | -1.1% | -0.9% | -0.2% | -0.1% |
| 30D | -26.9% | -15.0% | -11.9% | -19.8% |
| 3M | -31.2% | -9.1% | -22.1% | -27.7% |
| 6M | -14.7% | -0.9% | -13.8% | -14.3% |
| YTD | +44.7% | +29.7% | +15.0% | +24.4% |
| 1Y | +62.0% | +38.2% | +23.8% | +34.7% |
| 3Y | +165.0% | +191.5% | -26.5% | +43.6% |
| 5Y | +147.1% | +281.7% | -134.6% | +10.7% |
| 10Y | +1,315.3% | +830.3% | +485.0% | +352.2% |
| All | +1,315.3% | +844.0% | +471.3% | +352.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling