-6.8%
AVGO vs SCCO
+43.0%
-49.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.7% |
| 7D | -7.5% | -7.9% | +0.4% | -4.8% |
| 30D | -10.2% | -13.0% | +2.8% | -5.8% |
| 3M | -22.0% | -6.9% | -15.2% | -20.4% |
| 6M | -21.6% | +11.0% | -32.5% | -24.2% |
| YTD | -5.4% | +30.3% | -35.7% | -23.2% |
| 1Y | -6.8% | +45.0% | -51.8% | -29.8% |
| All | -6.8% | +43.0% | -49.8% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling