+15.7%
BABA vs SCCO
+783.1%
-767.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.2% |
| 7D | +2.4% | -1.8% | +4.2% | +2.8% |
| 30D | -7.8% | -17.8% | +10.0% | -0.4% |
| 3M | -22.4% | -12.5% | -9.9% | -19.3% |
| 6M | -26.0% | -4.1% | -21.9% | -27.4% |
| YTD | -29.3% | +25.5% | -54.8% | -40.7% |
| 1Y | -37.5% | +31.0% | -68.5% | -48.8% |
| 3Y | +31.9% | +178.7% | -146.8% | -27.3% |
| 5Y | -33.4% | +279.7% | -313.1% | -68.7% |
| 10Y | +15.7% | +691.4% | -675.7% | -61.6% |
| All | +15.7% | +783.1% | -767.4% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling