+1,822.6%
NI vs SCCO
+35,790.2%
-33,967.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | +1.3% | +2.4% | -1.2% | +0.9% |
| 30D | -0.3% | +6.4% | -6.7% | -1.4% |
| 3M | -9.5% | +21.6% | -31.0% | -12.5% |
| 6M | -10.2% | +13.4% | -23.7% | -13.0% |
| YTD | +1.8% | +52.6% | -50.9% | -6.3% |
| 1Y | +5.7% | +122.4% | -116.7% | -8.4% |
| 3Y | +69.6% | +208.5% | -138.8% | +36.7% |
| 5Y | +95.8% | +353.9% | -258.1% | +45.4% |
| 10Y | +145.1% | +1,187.3% | -1,042.2% | +47.2% |
| All | +1,822.6% | +35,790.2% | -33,967.6% | +706.0% |
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