+47,405.3%
ROST vs SCCO
+35,790.2%
+11,615.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -2.2% | +2.4% | -4.7% | -2.8% |
| 30D | -11.4% | +6.4% | -17.8% | -12.7% |
| 3M | -1.6% | +21.6% | -23.2% | -6.1% |
| 6M | +6.8% | +13.4% | -6.6% | +2.6% |
| YTD | +25.8% | +52.6% | -26.8% | +12.7% |
| 1Y | +52.4% | +122.4% | -70.0% | +25.7% |
| 3Y | +94.4% | +208.5% | -114.1% | +45.5% |
| 5Y | +108.2% | +353.9% | -245.7% | +40.4% |
| 10Y | +308.5% | +1,187.3% | -878.8% | +117.4% |
| All | +47,405.3% | +35,790.2% | +11,615.1% | +13,495.4% |
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