+690.9%
IYR vs SCCO
+38,050.8%
-37,359.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -0.9% | +2.4% | -3.4% | -1.6% |
| 30D | -2.4% | +6.4% | -8.8% | -4.4% |
| 3M | -2.0% | +21.6% | -23.6% | -8.5% |
| 6M | +2.5% | +13.4% | -10.9% | -3.5% |
| YTD | +8.3% | +52.6% | -44.3% | -7.9% |
| 1Y | +6.5% | +122.4% | -115.9% | -19.7% |
| 3Y | +29.3% | +208.5% | -179.1% | -15.2% |
| 5Y | +5.7% | +353.9% | -348.2% | -40.7% |
| 10Y | +69.2% | +1,187.3% | -1,118.0% | -37.1% |
| All | +690.9% | +38,050.8% | -37,359.8% | +67.9% |
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