+1,714.9%
NXPI vs SCCO
+1,242.3%
+472.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.7% | -4.1% |
| 7D | +0.7% | +3.4% | -2.8% | -1.1% |
| 30D | -6.6% | +6.6% | -13.2% | -10.1% |
| 3M | -25.4% | +24.5% | -49.9% | -33.6% |
| 6M | +11.9% | +16.5% | -4.6% | +1.3% |
| YTD | +4.0% | +52.1% | -48.1% | -19.9% |
| 1Y | +1.0% | +114.2% | -113.1% | -35.3% |
| 3Y | +16.3% | +207.4% | -191.1% | -40.4% |
| 5Y | +17.7% | +353.7% | -336.0% | -52.9% |
| 10Y | +195.8% | +1,144.5% | -948.7% | -36.8% |
| All | +1,714.9% | +1,242.3% | +472.6% | +191.2% |
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