+260.2%
F vs SCCO
+30,391.1%
-30,131.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -1.0% |
| 7D | -0.6% | -0.9% | +0.2% | -0.5% |
| 30D | +2.9% | -15.0% | +17.9% | +8.0% |
| 3M | -9.5% | -9.1% | -0.4% | -7.7% |
| 6M | +4.0% | -0.9% | +4.9% | +2.1% |
| YTD | -1.3% | +29.7% | -30.9% | -13.1% |
| 1Y | -1.9% | +38.2% | -40.1% | -15.6% |
| 3Y | +53.5% | +191.5% | -138.0% | -0.8% |
| 5Y | -15.1% | +281.7% | -296.9% | -51.2% |
| 10Y | +81.0% | +830.3% | -749.3% | -24.8% |
| All | +260.2% | +30,391.1% | -30,131.0% | -35.1% |
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