+3.6%
GOOG vs SCCO
+43.0%
-39.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.9% |
| 7D | -10.7% | -7.9% | -2.9% | -9.5% |
| 30D | -16.4% | -13.0% | -3.4% | -14.5% |
| 3M | -23.4% | -6.9% | -16.5% | -22.8% |
| 6M | -24.2% | +11.0% | -35.2% | -26.2% |
| YTD | -8.3% | +30.3% | -38.5% | -16.2% |
| 1Y | +3.6% | +45.0% | -41.4% | -10.6% |
| All | +3.6% | +43.0% | -39.4% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling