+28.2%
BABA vs SCCO
+874.2%
-846.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -4.8% | -5.3% | +0.5% | -2.7% |
| 30D | -11.9% | +2.7% | -14.6% | -13.5% |
| 3M | -9.3% | +4.2% | -13.5% | -12.6% |
| 6M | -14.2% | -0.6% | -13.6% | -16.5% |
| YTD | -22.0% | +45.0% | -67.0% | -36.6% |
| 1Y | -12.7% | +109.3% | -122.0% | -39.6% |
| 3Y | +26.7% | +180.8% | -154.1% | -25.0% |
| 5Y | -29.3% | +314.3% | -343.6% | -64.8% |
| 10Y | +21.2% | +1,083.3% | -1,062.1% | -58.9% |
| All | +28.2% | +874.2% | -846.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling