-24.9%
AR vs SCCO
+1,156.4%
-1,181.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -3.0% |
| 7D | -1.8% | +3.4% | -5.3% | -3.4% |
| 30D | +12.6% | +6.6% | +6.0% | +8.7% |
| 3M | +10.0% | +24.5% | -14.5% | -2.7% |
| 6M | +0.6% | +16.5% | -15.8% | -11.5% |
| YTD | +13.4% | +52.1% | -38.7% | -15.9% |
| 1Y | +21.7% | +114.2% | -92.5% | -25.7% |
| 3Y | +45.8% | +207.4% | -161.6% | -31.5% |
| 5Y | +144.3% | +353.7% | -209.5% | -11.5% |
| 10Y | +41.8% | +1,144.5% | -1,102.7% | -71.8% |
| All | -24.9% | +1,156.4% | -1,181.2% | -85.0% |
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