+1,381.0%
NET vs SCCO
+597.7%
+783.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.2% |
| 7D | -16.4% | -7.9% | -8.5% | -14.1% |
| 30D | -25.8% | -13.0% | -12.8% | -22.5% |
| 3M | -11.5% | -6.9% | -4.7% | -9.9% |
| 6M | +18.9% | +11.0% | +8.0% | +13.2% |
| YTD | +35.2% | +30.3% | +4.9% | +17.0% |
| 1Y | +14.5% | +45.0% | -30.5% | -4.9% |
| 3Y | +313.8% | +179.1% | +134.7% | +159.4% |
| 5Y | +32.6% | +295.7% | -263.1% | -25.9% |
| All | +1,381.0% | +597.7% | +783.3% | +718.9% |
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