+2,156.2%
IBM vs SCCO
+33,989.4%
-31,833.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | -5.3% | +5.0% | +0.7% |
| 30D | +0.3% | +2.7% | -2.4% | -0.4% |
| 3M | -21.6% | +4.2% | -25.8% | -23.0% |
| 6M | -4.7% | -0.6% | -4.1% | -6.3% |
| YTD | -19.1% | +45.0% | -64.1% | -26.7% |
| 1Y | -2.5% | +109.3% | -111.8% | -18.2% |
| 3Y | +74.2% | +180.8% | -106.6% | +34.2% |
| 5Y | +113.1% | +314.3% | -201.1% | +48.2% |
| 10Y | +133.5% | +1,083.3% | -949.8% | +27.8% |
| All | +2,156.2% | +33,989.4% | -31,833.2% | +620.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling