+2,771.1%
NOW vs SCCO
+1,017.2%
+1,753.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | -5.3% | +2.9% | -1.2% |
| 30D | +20.5% | +2.7% | +17.8% | +19.5% |
| 3M | +18.3% | +4.2% | +14.1% | +15.8% |
| 6M | +24.1% | -0.6% | +24.7% | +21.2% |
| YTD | -7.8% | +45.0% | -52.8% | -20.7% |
| 1Y | -21.4% | +109.3% | -130.7% | -39.8% |
| 3Y | +19.5% | +180.8% | -161.2% | -19.1% |
| 5Y | +4.1% | +314.3% | -310.2% | -39.0% |
| 10Y | +826.4% | +1,083.3% | -256.9% | +272.3% |
| All | +2,771.1% | +1,017.2% | +1,753.9% | +1,047.2% |
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