+12,882.1%
BLK vs SCCO
+25,040.8%
-12,158.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -3.3% | -2.7% | -0.7% | -2.6% |
| 30D | -6.5% | -0.7% | -5.8% | -6.8% |
| 3M | +6.7% | +8.1% | -1.3% | +2.8% |
| 6M | +14.7% | +4.1% | +10.6% | +10.4% |
| YTD | +2.5% | +41.1% | -38.6% | -12.7% |
| 1Y | -2.8% | +95.6% | -98.3% | -26.6% |
| 3Y | +65.9% | +179.3% | -113.4% | +6.1% |
| 5Y | +33.0% | +308.3% | -275.3% | -28.1% |
| 10Y | +281.2% | +1,090.2% | -809.0% | +34.9% |
| All | +12,882.1% | +25,040.8% | -12,158.7% | +2,016.0% |
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 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