+30,874.0%
SCCO vs DTE
+1,663.9%
+29,210.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.3% | -6.0% | -6.6% |
| 7D | -2.7% | -2.0% | -0.7% | -1.6% |
| 30D | -0.2% | -2.4% | +2.2% | +0.9% |
| 3M | +17.8% | -7.3% | +25.1% | +21.9% |
| 6M | +2.3% | -7.6% | +9.9% | +5.6% |
| YTD | +41.6% | +5.8% | +35.8% | +36.0% |
| 1Y | +101.9% | +2.3% | +99.5% | +97.1% |
| 3Y | +186.2% | +45.0% | +141.2% | +128.4% |
| 5Y | +309.7% | +33.2% | +276.5% | +236.5% |
| 10Y | +1,094.2% | +141.4% | +952.8% | +560.2% |
| All | +30,874.0% | +1,663.9% | +29,210.0% | +8,396.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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