+104.8%
B vs SCCO
+28,322.8%
-28,218.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | -7.3% | -1.9% | -5.4% | -6.7% |
| 30D | -3.3% | -17.4% | +14.1% | +3.0% |
| 3M | -7.8% | -11.7% | +3.9% | -4.0% |
| 6M | -15.5% | -12.1% | -3.4% | -12.0% |
| YTD | -12.3% | +20.9% | -33.1% | -17.8% |
| 1Y | +5.4% | +31.3% | -26.0% | -3.8% |
| 3Y | +165.5% | +170.3% | -4.8% | +88.6% |
| 5Y | +107.0% | +240.8% | -133.8% | +33.9% |
| 10Y | +210.6% | +683.6% | -473.0% | +42.7% |
| All | +104.8% | +28,322.8% | -28,218.0% | -56.2% |
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 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