-29.9%
BABA vs SCCO
+339.1%
-369.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -2.7% |
| 7D | -0.2% | +3.4% | -3.6% | -1.7% |
| 30D | -12.3% | +6.6% | -18.9% | -15.5% |
| 3M | -5.3% | +24.5% | -29.8% | -16.3% |
| 6M | -13.1% | +16.5% | -29.6% | -21.7% |
| YTD | -22.4% | +52.1% | -74.6% | -40.9% |
| 1Y | -19.5% | +114.2% | -133.6% | -49.2% |
| 3Y | +32.9% | +207.4% | -174.5% | -35.0% |
| 5Y | -29.9% | +353.7% | -383.6% | -73.9% |
| All | -29.9% | +339.1% | -369.0% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling