+2,169.7%
EQT vs SCCO
+33,197.0%
-31,027.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +2.9% |
| 7D | -1.2% | -2.7% | +1.5% | -0.5% |
| 30D | +1.1% | -0.2% | +1.3% | +0.5% |
| 3M | +4.8% | +17.8% | -13.0% | -1.9% |
| 6M | -10.6% | +2.3% | -12.8% | -14.0% |
| YTD | +3.4% | +41.6% | -38.2% | -12.0% |
| 1Y | +8.7% | +101.9% | -93.2% | -18.3% |
| 3Y | +35.0% | +186.2% | -151.2% | -13.1% |
| 5Y | +204.2% | +309.7% | -105.4% | +71.9% |
| 10Y | +52.5% | +1,094.2% | -1,041.8% | -41.6% |
| All | +2,169.7% | +33,197.0% | -31,027.3% | +466.5% |
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