-37.5%
BABA vs SCCO
+30.3%
-67.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.9% |
| 7D | +2.4% | -1.8% | +4.2% | +2.6% |
| 30D | -7.8% | -17.8% | +10.0% | -4.5% |
| 3M | -22.4% | -12.5% | -9.9% | -20.9% |
| 6M | -26.0% | -4.1% | -21.9% | -26.3% |
| YTD | -29.3% | +25.5% | -54.8% | -34.3% |
| 1Y | -37.5% | +31.0% | -68.5% | -42.2% |
| All | -37.5% | +30.3% | -67.8% | -42.2% |
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 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