+2,233.8%
SAP vs SCCO
+33,989.4%
-31,755.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -5.3% | +2.4% | -1.5% |
| 30D | +9.0% | +2.7% | +6.3% | +8.0% |
| 3M | +14.9% | +4.2% | +10.7% | +12.1% |
| 6M | +11.9% | -0.6% | +12.5% | +9.2% |
| YTD | -9.9% | +45.0% | -54.9% | -22.3% |
| 1Y | -19.5% | +109.3% | -128.8% | -37.9% |
| 3Y | +61.8% | +180.8% | -119.0% | +11.0% |
| 5Y | +56.2% | +314.3% | -258.1% | -7.0% |
| 10Y | +180.6% | +1,083.3% | -902.7% | +16.2% |
| All | +2,233.8% | +33,989.4% | -31,755.6% | +212.9% |
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