-10.9%
DOW vs SCCO
+679.9%
-690.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -6.0% | +2.4% | -8.5% | -7.0% |
| 30D | -2.7% | +6.4% | -9.2% | -6.0% |
| 3M | -10.5% | +21.6% | -32.0% | -19.7% |
| 6M | -12.4% | +13.4% | -25.8% | -21.6% |
| YTD | +30.0% | +52.6% | -22.6% | -3.8% |
| 1Y | +27.8% | +122.4% | -94.6% | -24.0% |
| 3Y | -34.9% | +208.5% | -243.4% | -69.8% |
| 5Y | -35.9% | +353.9% | -389.8% | -78.3% |
| All | -10.9% | +679.9% | -690.9% | -82.5% |
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