+1,145.9%
DELL vs SCCO
+303.5%
+842.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.1% |
| 7D | +8.2% | -2.7% | +10.9% | +9.3% |
| 30D | +17.1% | -0.7% | +17.8% | +17.0% |
| 3M | +45.2% | +8.1% | +37.1% | +40.4% |
| 6M | +286.8% | +4.1% | +282.7% | +275.5% |
| YTD | +354.8% | +41.1% | +313.7% | +284.6% |
| 1Y | +358.3% | +95.6% | +262.7% | +238.5% |
| 3Y | +724.9% | +179.3% | +545.6% | +427.1% |
| All | +1,145.9% | +303.5% | +842.4% | +576.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling