+256.7%
F vs SCCO
+29,800.4%
-29,543.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.7% |
| 7D | -2.1% | -2.4% | +0.2% | -1.5% |
| 30D | +3.3% | -16.5% | +19.8% | +9.1% |
| 3M | -11.3% | -10.4% | -1.0% | -9.2% |
| 6M | +5.3% | -2.8% | +8.1% | +4.0% |
| YTD | -2.2% | +27.2% | -29.4% | -13.4% |
| 1Y | -3.5% | +33.6% | -37.2% | -16.1% |
| 3Y | +49.5% | +182.4% | -132.9% | -2.4% |
| 5Y | -13.5% | +262.8% | -276.3% | -49.4% |
| 10Y | +69.0% | +724.4% | -655.4% | -26.9% |
| All | +256.7% | +29,800.4% | -29,543.8% | -35.4% |
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