+2,129.3%
IBM vs SCCO
+35,670.2%
-33,540.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.1% |
| 7D | +0.3% | +3.4% | -3.1% | -0.4% |
| 30D | -1.5% | +6.6% | -8.1% | -2.8% |
| 3M | -16.8% | +24.5% | -41.2% | -21.0% |
| 6M | -9.0% | +16.5% | -25.5% | -13.1% |
| YTD | -20.1% | +52.1% | -72.2% | -28.3% |
| 1Y | -7.0% | +114.2% | -121.2% | -22.4% |
| 3Y | +72.4% | +207.4% | -135.0% | +30.5% |
| 5Y | +112.0% | +353.7% | -241.8% | +44.8% |
| 10Y | +131.6% | +1,144.5% | -1,013.0% | +25.5% |
| All | +2,129.3% | +35,670.2% | -33,540.9% | +605.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling