+143.8%
B vs SCCO
+33,989.4%
-33,845.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -5.3% | +3.7% | +0.2% |
| 30D | +9.4% | +2.7% | +6.8% | +8.5% |
| 3M | +5.0% | +4.2% | +0.8% | +3.5% |
| 6M | -3.5% | -0.6% | -2.9% | -3.6% |
| YTD | +4.5% | +45.0% | -40.5% | -7.7% |
| 1Y | +67.8% | +109.3% | -41.5% | +31.6% |
| 3Y | +196.7% | +180.8% | +15.9% | +107.5% |
| 5Y | +151.9% | +314.3% | -162.3% | +52.2% |
| 10Y | +202.2% | +1,083.3% | -881.2% | +20.6% |
| All | +143.8% | +33,989.4% | -33,845.6% | -50.8% |
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 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