+20.6%
NXPI vs SCCO
+303.5%
-283.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +3.9% | -2.7% | +6.5% | +4.7% |
| 30D | +1.4% | -0.7% | +2.1% | +0.9% |
| 3M | -21.5% | +8.1% | -29.6% | -24.8% |
| 6M | +19.4% | +4.1% | +15.3% | +14.9% |
| YTD | +9.9% | +41.1% | -31.2% | -10.4% |
| 1Y | +7.9% | +95.6% | -87.7% | -25.1% |
| 3Y | +22.7% | +179.3% | -156.6% | -30.4% |
| All | +20.6% | +303.5% | -283.0% | -44.2% |
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 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