+760.2%
IVV vs SCCO
+28,559.9%
-27,799.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.2% |
| 7D | +2.6% | -1.9% | +4.5% | +3.0% |
| 30D | -2.0% | -17.4% | +15.4% | +2.8% |
| 3M | -2.8% | -11.7% | +8.9% | -0.3% |
| 6M | +2.2% | -12.1% | +14.3% | +4.0% |
| YTD | +11.5% | +20.9% | -9.3% | +2.5% |
| 1Y | +13.5% | +31.3% | -17.9% | +1.9% |
| 3Y | +78.1% | +170.3% | -92.2% | +27.3% |
| 5Y | +73.1% | +240.8% | -167.7% | +13.1% |
| 10Y | +310.4% | +683.6% | -373.2% | +103.2% |
| All | +760.2% | +28,559.9% | -27,799.8% | +65.9% |
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