+26,339.8%
SCCO vs M
+249.8%
+26,090.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.9% |
| 7D | -1.9% | +7.0% | -8.9% | -3.7% |
| 30D | -17.4% | +8.9% | -26.3% | -19.5% |
| 3M | -11.7% | +4.5% | -16.2% | -13.1% |
| 6M | -12.1% | +36.2% | -48.3% | -19.6% |
| YTD | +20.9% | +15.1% | +5.7% | +14.7% |
| 1Y | +31.3% | +27.4% | +3.9% | +21.1% |
| 3Y | +170.3% | +160.1% | +10.2% | +95.1% |
| 5Y | +240.8% | -1.6% | +242.4% | +194.9% |
| 10Y | +683.6% | -7.7% | +691.3% | +453.7% |
| All | +26,339.8% | +249.8% | +26,090.1% | +10,683.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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