+3,428.0%
O vs SCCO
+33,989.4%
-30,561.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.7% | -5.3% | +4.5% | +0.4% |
| 30D | -1.9% | +2.7% | -4.6% | -2.7% |
| 3M | +3.8% | +4.2% | -0.4% | +1.7% |
| 6M | -4.7% | -0.6% | -4.1% | -6.5% |
| YTD | +12.5% | +45.0% | -32.5% | +0.5% |
| 1Y | +10.8% | +109.3% | -98.5% | -9.4% |
| 3Y | +28.8% | +180.8% | -152.0% | -5.1% |
| 5Y | +13.2% | +314.3% | -301.1% | -26.3% |
| 10Y | +53.5% | +1,083.3% | -1,029.9% | -26.7% |
| All | +3,428.0% | +33,989.4% | -30,561.4% | +933.2% |
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