-47.0%
COMP vs SCCO
+308.0%
-355.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.8% | +2.4% | -1.6% | -0.6% |
| 30D | -13.9% | +6.4% | -20.3% | -17.4% |
| 3M | +30.7% | +21.6% | +9.2% | +15.5% |
| 6M | +18.7% | +13.4% | +5.3% | +8.3% |
| YTD | +1.0% | +52.6% | -51.6% | -23.8% |
| 1Y | +15.1% | +122.4% | -107.3% | -32.0% |
| 3Y | +219.8% | +208.5% | +11.3% | +40.3% |
| 5Y | -28.7% | +353.9% | -382.6% | -75.3% |
| All | -47.0% | +308.0% | -355.0% | -81.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling