+4,782.6%
DELL vs SCCO
+1,149.2%
+3,633.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +8.7% | +2.4% | +6.3% | +7.6% |
| 30D | +16.9% | +6.4% | +10.5% | +13.7% |
| 3M | +40.4% | +21.6% | +18.9% | +29.6% |
| 6M | +267.1% | +13.4% | +253.7% | +244.3% |
| YTD | +329.1% | +52.6% | +276.5% | +251.2% |
| 1Y | +346.9% | +122.4% | +224.5% | +212.7% |
| 3Y | +696.6% | +208.5% | +488.2% | +380.0% |
| 5Y | +1,106.2% | +353.9% | +752.3% | +500.2% |
| 10Y | +4,177.7% | +1,187.3% | +2,990.5% | +1,396.9% |
| All | +4,782.6% | +1,149.2% | +3,633.4% | +1,627.2% |
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