+1,157.8%
D vs SCCO
+28,322.8%
-27,165.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | +7.7% | -17.4% | +25.2% | +10.0% |
| 3M | -0.3% | -11.7% | +11.4% | +0.7% |
| 6M | +10.1% | -12.1% | +22.2% | +10.7% |
| YTD | +19.1% | +20.9% | -1.8% | +14.1% |
| 1Y | +15.9% | +31.3% | -15.4% | +9.8% |
| 3Y | +75.0% | +170.3% | -95.3% | +48.3% |
| 5Y | +13.4% | +240.8% | -227.4% | -8.1% |
| 10Y | +47.5% | +683.6% | -636.2% | +3.1% |
| All | +1,157.8% | +28,322.8% | -27,165.0% | +577.1% |
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