+116.3%
IBM vs SCCO
+313.8%
-197.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.8% | -1.8% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | -1.8% | -0.2% | -1.7% | -1.9% |
| 3M | -13.5% | +17.8% | -31.2% | -15.5% |
| 6M | -5.1% | +2.3% | -7.4% | -6.0% |
| YTD | -19.4% | +41.6% | -61.0% | -24.3% |
| 1Y | -6.5% | +101.9% | -108.4% | -16.9% |
| 3Y | +73.8% | +186.2% | -112.4% | +42.5% |
| 5Y | +116.3% | +309.7% | -193.4% | +62.1% |
| All | +116.3% | +313.8% | -197.4% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling