+195.6%
EQT vs SCCO
+304.9%
-109.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +2.6% |
| 7D | -1.2% | -2.7% | +1.5% | -0.6% |
| 30D | +1.1% | -0.2% | +1.3% | +0.6% |
| 3M | +4.8% | +17.8% | -13.0% | -1.3% |
| 6M | -10.6% | +2.3% | -12.8% | -13.4% |
| YTD | +3.4% | +41.6% | -38.2% | -13.0% |
| 1Y | +8.7% | +101.9% | -93.2% | -21.2% |
| 3Y | +35.0% | +186.2% | -151.2% | -22.9% |
| All | +195.6% | +304.9% | -109.3% | +29.2% |
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 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