+32.9%
BABA vs SCCO
+210.1%
-177.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -2.2% |
| 7D | -0.2% | +3.4% | -3.6% | -1.4% |
| 30D | -12.3% | +6.6% | -18.9% | -14.8% |
| 3M | -5.3% | +24.5% | -29.8% | -14.2% |
| 6M | -13.1% | +16.5% | -29.6% | -19.9% |
| YTD | -22.4% | +52.1% | -74.6% | -37.9% |
| 1Y | -19.5% | +114.2% | -133.6% | -45.1% |
| 3Y | +32.9% | +207.4% | -174.5% | -22.8% |
| All | +32.9% | +210.1% | -177.2% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling