+2,281.8%
NDAQ vs SCCO
+28,092.3%
-25,810.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -3.4% |
| 7D | -2.6% | +3.4% | -6.0% | -3.7% |
| 30D | +0.5% | +6.6% | -6.1% | -2.0% |
| 3M | +9.9% | +24.5% | -14.6% | +1.2% |
| 6M | +8.2% | +16.5% | -8.3% | +0.1% |
| YTD | -1.5% | +52.1% | -53.6% | -18.2% |
| 1Y | +1.3% | +114.2% | -112.9% | -25.6% |
| 3Y | +92.6% | +207.4% | -114.8% | +19.3% |
| 5Y | +53.8% | +353.7% | -299.9% | -20.6% |
| 10Y | +376.0% | +1,144.5% | -768.6% | +53.4% |
| All | +2,281.8% | +28,092.3% | -25,810.5% | +176.6% |
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 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