+53,054.4%
ASML vs SCCO
+33,989.4%
+19,065.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +1.1% | -5.3% | +6.4% | +3.3% |
| 30D | +2.2% | +2.7% | -0.5% | +0.7% |
| 3M | -2.3% | +4.2% | -6.5% | -4.4% |
| 6M | +23.0% | -0.6% | +23.6% | +22.3% |
| YTD | +61.1% | +45.0% | +16.1% | +36.7% |
| 1Y | +129.1% | +109.3% | +19.8% | +67.8% |
| 3Y | +165.4% | +180.8% | -15.4% | +69.9% |
| 5Y | +109.5% | +314.3% | -204.8% | +12.9% |
| 10Y | +1,645.7% | +1,083.3% | +562.4% | +511.4% |
| All | +53,054.4% | +33,989.4% | +19,065.0% | +4,179.9% |
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