+2,448.5%
SAP vs SCCO
+28,322.8%
-25,874.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.8% | +1.0% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +6.5% | -17.4% | +24.0% | +11.6% |
| 3M | +12.2% | -11.7% | +23.9% | +14.8% |
| 6M | +46.1% | -12.1% | +58.2% | +47.3% |
| YTD | -1.6% | +20.9% | -22.5% | -11.6% |
| 1Y | -5.1% | +31.3% | -36.5% | -16.9% |
| 3Y | +68.4% | +170.3% | -102.0% | +15.5% |
| 5Y | +79.4% | +240.8% | -161.4% | +12.0% |
| 10Y | +230.5% | +683.6% | -453.2% | +53.0% |
| All | +2,448.5% | +28,322.8% | -25,874.4% | +255.7% |
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