+716.1%
IT vs SCCO
+35,790.2%
-35,074.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -9.1% | +2.4% | -11.6% | -9.8% |
| 30D | -12.2% | +6.4% | -18.6% | -13.8% |
| 3M | +7.8% | +21.6% | -13.8% | +1.4% |
| 6M | +2.0% | +13.4% | -11.4% | -3.9% |
| YTD | -32.7% | +52.6% | -85.4% | -42.6% |
| 1Y | -31.1% | +122.4% | -153.5% | -47.1% |
| 3Y | -52.1% | +208.5% | -260.5% | -67.4% |
| 5Y | -46.3% | +353.9% | -400.2% | -68.1% |
| 10Y | +91.4% | +1,187.3% | -1,095.9% | -18.2% |
| All | +716.1% | +35,790.2% | -35,074.1% | +69.2% |
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