-49.3%
COMP vs SCCO
+229.4%
-278.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.2% |
| 7D | +13.4% | -4.8% | +18.3% | +16.6% |
| 30D | +11.1% | -15.8% | +26.9% | +20.6% |
| 3M | -18.8% | -10.9% | -7.9% | -15.5% |
| 6M | +10.5% | -5.1% | +15.6% | +9.2% |
| YTD | -3.4% | +23.2% | -26.6% | -19.3% |
| 1Y | +19.7% | +30.7% | -11.0% | -3.8% |
| 3Y | +381.6% | +164.1% | +217.5% | +124.2% |
| 5Y | -17.6% | +271.3% | -288.9% | -68.6% |
| All | -49.3% | +229.4% | -278.7% | -80.5% |
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