+1,124.0%
D vs SCCO
+33,989.4%
-32,865.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.5% | -5.3% | +6.7% | +2.1% |
| 30D | -2.6% | +2.7% | -5.3% | -3.0% |
| 3M | 0.0% | +4.2% | -4.2% | -1.0% |
| 6M | +7.4% | -0.6% | +8.0% | +6.3% |
| YTD | +15.9% | +45.0% | -29.1% | +9.0% |
| 1Y | +18.1% | +109.3% | -91.2% | +5.7% |
| 3Y | +58.4% | +180.8% | -122.4% | +34.2% |
| 5Y | +5.2% | +314.3% | -309.1% | -16.6% |
| 10Y | +35.9% | +1,083.3% | -1,047.5% | -9.7% |
| All | +1,124.0% | +33,989.4% | -32,865.4% | +546.9% |
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