+30,770.3%
SCCO vs IFF
+265.1%
+30,505.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.7% | -3.2% | +0.5% | -1.0% |
| 30D | -0.7% | -0.3% | -0.4% | -0.6% |
| 3M | +8.1% | +8.4% | -0.4% | +2.9% |
| 6M | +4.1% | +23.0% | -18.9% | -7.5% |
| YTD | +41.1% | +25.5% | +15.7% | +23.0% |
| 1Y | +95.6% | +29.1% | +66.5% | +67.0% |
| 3Y | +179.3% | +31.7% | +147.6% | +130.5% |
| 5Y | +308.3% | -35.2% | +343.5% | +364.0% |
| 10Y | +1,090.2% | -20.7% | +1,111.0% | +1,016.2% |
| All | +30,770.3% | +265.1% | +30,505.2% | +12,741.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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