-35.3%
BABA vs SCCO
+43.0%
-78.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.0% | +4.5% |
| 7D | +4.3% | -7.9% | +12.2% | +5.9% |
| 30D | -5.0% | -13.0% | +8.0% | -2.5% |
| 3M | -18.4% | -6.9% | -11.5% | -17.8% |
| 6M | -20.3% | +11.0% | -31.2% | -23.1% |
| YTD | -27.5% | +30.3% | -57.8% | -32.9% |
| 1Y | -35.3% | +45.0% | -80.3% | -41.0% |
| All | -35.3% | +43.0% | -78.3% | -41.0% |
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