+13,193.3%
GOOGL vs SCCO
+9,716.1%
+3,477.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -1.9% | +2.4% | -4.3% | -2.5% |
| 30D | -7.5% | +6.4% | -13.9% | -9.2% |
| 3M | -9.2% | +21.6% | -30.7% | -14.4% |
| 6M | +8.1% | +13.4% | -5.3% | +2.8% |
| YTD | +5.8% | +52.6% | -46.8% | -8.1% |
| 1Y | +38.3% | +122.4% | -84.0% | +8.0% |
| 3Y | +144.8% | +208.5% | -63.7% | +70.5% |
| 5Y | +132.5% | +353.9% | -221.4% | +41.4% |
| 10Y | +746.7% | +1,187.3% | -440.6% | +268.5% |
| All | +13,193.3% | +9,716.1% | +3,477.2% | +4,386.0% |
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