+44,119.8%
ASML vs SCCO
+28,875.4%
+15,244.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +3.9% | +4.6% |
| 7D | -9.0% | -4.8% | -4.2% | -7.1% |
| 30D | -21.0% | -15.8% | -5.2% | -15.3% |
| 3M | -16.3% | -10.9% | -5.4% | -12.7% |
| 6M | -7.5% | -5.1% | -2.4% | -6.2% |
| YTD | +34.0% | +23.2% | +10.8% | +21.4% |
| 1Y | +39.3% | +30.7% | +8.6% | +23.2% |
| 3Y | +128.9% | +164.1% | -35.2% | +50.4% |
| 5Y | +76.1% | +271.3% | -195.2% | -0.3% |
| 10Y | +1,428.4% | +860.5% | +567.8% | +481.3% |
| All | +44,119.8% | +28,875.4% | +15,244.4% | +3,698.5% |
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