-13.3%
IBM vs SCCO
+43.0%
-56.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.7% |
| 7D | +0.4% | -7.9% | +8.3% | +0.4% |
| 30D | +14.8% | -13.0% | +27.8% | +14.7% |
| 3M | +8.9% | -6.9% | +15.8% | +9.0% |
| 6M | +12.4% | +11.0% | +1.5% | +12.4% |
| YTD | -12.4% | +30.3% | -42.7% | -21.5% |
| 1Y | -13.3% | +45.0% | -58.3% | -26.4% |
| All | -13.3% | +43.0% | -56.2% | -26.4% |
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