+320.6%
F vs SCCO
+33,989.4%
-33,668.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +5.3% | -5.3% | +10.6% | +7.2% |
| 30D | +4.6% | +2.7% | +1.9% | +3.4% |
| 3M | -3.7% | +4.2% | -7.9% | -6.1% |
| 6M | +16.8% | -0.6% | +17.5% | +14.9% |
| YTD | +15.3% | +45.0% | -29.7% | -1.3% |
| 1Y | +31.0% | +109.3% | -78.3% | -1.6% |
| 3Y | +45.4% | +180.8% | -135.3% | -4.1% |
| 5Y | +54.7% | +314.3% | -259.6% | -12.8% |
| 10Y | +98.2% | +1,083.3% | -985.1% | -23.0% |
| All | +320.6% | +33,989.4% | -33,668.8% | -26.3% |
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