+77.4%
IBM vs SCCO
+199.6%
-122.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.4% |
| 7D | +3.6% | +2.4% | +1.1% | +3.4% |
| 30D | +1.5% | +6.4% | -4.9% | +1.1% |
| 3M | -12.9% | +21.6% | -34.5% | -14.3% |
| 6M | -3.9% | +13.4% | -17.3% | -5.1% |
| YTD | -17.3% | +52.6% | -70.0% | -21.9% |
| 1Y | -5.0% | +122.4% | -127.4% | -14.5% |
| All | +77.4% | +199.6% | -122.3% | +45.5% |
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