+2,263.8%
ICE vs SCCO
+5,705.1%
-3,441.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -3.9% |
| 7D | -1.2% | +3.4% | -4.6% | -2.4% |
| 30D | +5.0% | +6.6% | -1.7% | +2.1% |
| 3M | +13.9% | +24.5% | -10.6% | +3.8% |
| 6M | -4.4% | +16.5% | -20.9% | -12.6% |
| YTD | -1.9% | +52.1% | -54.0% | -20.4% |
| 1Y | -8.1% | +114.2% | -122.3% | -35.2% |
| 3Y | +42.5% | +207.4% | -164.9% | -17.9% |
| 5Y | +40.6% | +353.7% | -313.1% | -34.6% |
| 10Y | +217.1% | +1,144.5% | -927.4% | -17.2% |
| All | +2,263.8% | +5,705.1% | -3,441.3% | +180.7% |
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