+82.2%
IBM vs SCCO
+169.0%
-86.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | +1.6% | -1.9% | +3.5% | +1.7% |
| 30D | +9.2% | -17.4% | +26.6% | +10.3% |
| 3M | +4.9% | -11.7% | +16.6% | +5.6% |
| 6M | +16.8% | -12.1% | +28.9% | +17.4% |
| YTD | -14.3% | +20.9% | -35.2% | -17.8% |
| 1Y | -16.7% | +31.3% | -48.1% | -21.0% |
| 3Y | +82.2% | +170.3% | -88.1% | +55.4% |
| All | +82.2% | +169.0% | -86.8% | +55.4% |
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 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