+35.4%
BABA vs SCCO
+187.0%
-151.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.2% | -8.9% | -5.4% |
| 7D | +3.8% | -0.9% | +4.7% | +3.9% |
| 30D | -5.4% | -15.0% | +9.6% | -0.4% |
| 3M | -17.9% | -9.1% | -8.8% | -16.4% |
| 6M | -24.1% | -0.9% | -23.2% | -26.0% |
| YTD | -27.4% | +29.7% | -57.1% | -39.1% |
| 1Y | -36.1% | +38.2% | -74.2% | -48.0% |
| 3Y | +35.4% | +191.5% | -156.1% | -18.0% |
| All | +35.4% | +187.0% | -151.7% | -18.0% |
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 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