+1,542.1%
SAN vs SCCO
+33,989.4%
-32,447.3%
-80.6%
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% | -0.6% |
| 7D | +1.8% | -5.3% | +7.0% | +4.0% |
| 30D | +2.0% | +2.7% | -0.7% | +0.4% |
| 3M | +19.7% | +4.2% | +15.5% | +16.3% |
| 6M | +30.6% | -0.6% | +31.3% | +28.5% |
| YTD | +28.8% | +45.0% | -16.1% | +6.1% |
| 1Y | +57.8% | +109.3% | -51.5% | +10.5% |
| 3Y | +338.1% | +180.8% | +157.3% | +159.9% |
| 5Y | +384.2% | +314.3% | +70.0% | +135.8% |
| 10Y | +353.1% | +1,083.3% | -730.2% | +35.5% |
| All | +1,542.1% | +33,989.4% | -32,447.3% | +66.8% |
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