+666.3%
DD vs SCCO
+33,197.0%
-32,530.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.2% | +6.8% | +2.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.1% |
| 30D | -11.5% | -0.2% | -11.3% | -12.0% |
| 3M | -5.4% | +17.8% | -23.2% | -12.0% |
| 6M | -6.9% | +2.3% | -9.2% | -9.6% |
| YTD | +6.9% | +41.6% | -34.7% | -9.3% |
| 1Y | +35.6% | +101.9% | -66.2% | 0.0% |
| 3Y | +42.5% | +186.2% | -143.6% | -10.1% |
| 5Y | +58.5% | +309.7% | -251.2% | -14.8% |
| 10Y | +65.7% | +1,094.2% | -1,028.5% | -41.2% |
| All | +666.3% | +33,197.0% | -32,530.7% | +19.6% |
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 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