+145.2%
GOOGL vs SCCO
+178.0%
-32.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +2.2% |
| 7D | -2.8% | -2.7% | -0.1% | -2.4% |
| 30D | -3.2% | -0.2% | -3.0% | -3.5% |
| 3M | -6.6% | +17.8% | -24.4% | -10.8% |
| 6M | +8.5% | +2.3% | +6.2% | +6.2% |
| YTD | +6.5% | +41.6% | -35.1% | -5.7% |
| 1Y | +39.4% | +101.9% | -62.5% | +11.4% |
| All | +145.2% | +178.0% | -32.8% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling