+33,174.6%
SCCO vs GAP
+494.8%
+32,679.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +6.6% | +9.3% | -2.7% | +3.8% |
| 3M | +24.5% | +6.1% | +18.4% | +22.0% |
| 6M | +16.5% | -2.3% | +18.8% | +15.9% |
| YTD | +52.1% | -10.6% | +62.7% | +53.6% |
| 1Y | +114.2% | -4.4% | +118.6% | +112.0% |
| 3Y | +207.4% | +118.3% | +89.1% | +130.8% |
| 5Y | +353.7% | +12.2% | +341.5% | +274.0% |
| 10Y | +1,144.5% | +33.7% | +1,110.8% | +737.6% |
| All | +33,174.6% | +494.8% | +32,679.8% | +16,393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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