+363.0%
NDAQ vs SCCO
+1,104.1%
-741.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -5.6% | -2.7% | -2.9% | -5.2% |
| 30D | -4.4% | -0.7% | -3.6% | -4.5% |
| 3M | +5.9% | +8.1% | -2.2% | +3.7% |
| 6M | +7.7% | +4.1% | +3.6% | +5.3% |
| YTD | -5.2% | +41.1% | -46.3% | -14.2% |
| 1Y | -3.4% | +95.6% | -98.9% | -19.2% |
| 3Y | +85.6% | +179.3% | -93.6% | +38.2% |
| 5Y | +49.5% | +308.3% | -258.8% | -1.8% |
| All | +363.0% | +1,104.1% | -741.0% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling