-4.9%
LYB vs SCCO
+303.5%
-308.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | -2.7% | +2.9% | +0.9% |
| 30D | +2.5% | -0.7% | +3.2% | +2.2% |
| 3M | +1.4% | +8.1% | -6.7% | -1.9% |
| 6M | -3.5% | +4.1% | -7.6% | -7.6% |
| YTD | +52.0% | +41.1% | +10.9% | +26.0% |
| 1Y | +22.1% | +95.6% | -73.5% | -12.6% |
| 3Y | -22.8% | +179.3% | -202.0% | -55.3% |
| All | -4.9% | +303.5% | -308.5% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling