+50.3%
NDAQ vs SCCO
+313.8%
-263.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.2% | +4.9% | -1.5% |
| 7D | -6.8% | -2.7% | -4.1% | -6.5% |
| 30D | -3.2% | -0.2% | -3.0% | -3.3% |
| 3M | +6.5% | +17.8% | -11.3% | +3.9% |
| 6M | +5.7% | +2.3% | +3.5% | +4.5% |
| YTD | -4.6% | +41.6% | -46.2% | -11.5% |
| 1Y | -1.6% | +101.9% | -103.5% | -14.5% |
| 3Y | +86.4% | +186.2% | -99.7% | +47.0% |
| 5Y | +50.3% | +309.7% | -259.3% | +7.6% |
| All | +50.3% | +313.8% | -263.4% | +7.6% |
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 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