+51.4%
PYPL vs SCCO
+980.4%
-929.0%
-87.3%
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 | +2.7% | -5.3% | +7.9% | +4.4% |
| 30D | -4.9% | +2.7% | -7.6% | -6.0% |
| 3M | +28.9% | +4.2% | +24.7% | +25.5% |
| 6M | +18.2% | -0.6% | +18.9% | +15.4% |
| YTD | -5.0% | +45.0% | -50.0% | -21.2% |
| 1Y | -18.8% | +109.3% | -128.1% | -41.8% |
| 3Y | -12.6% | +180.8% | -193.4% | -45.8% |
| 5Y | -80.8% | +314.3% | -395.0% | -90.0% |
| 10Y | +49.9% | +1,083.3% | -1,033.4% | -49.1% |
| All | +51.4% | +980.4% | -929.0% | -47.5% |
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