+31,611.1%
SCCO vs M
+223.6%
+31,387.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -5.3% | +4.7% | -10.0% | -6.4% |
| 30D | +2.7% | -9.6% | +12.3% | +5.4% |
| 3M | +4.2% | +0.9% | +3.4% | +3.7% |
| 6M | -0.6% | +22.3% | -22.9% | -6.2% |
| YTD | +45.0% | +6.5% | +38.4% | +41.0% |
| 1Y | +109.3% | +38.8% | +70.5% | +89.4% |
| 3Y | +180.8% | +115.9% | +64.9% | +113.3% |
| 5Y | +314.3% | +28.6% | +285.6% | +229.7% |
| 10Y | +1,083.3% | -2.5% | +1,085.9% | +720.4% |
| All | +31,611.1% | +223.6% | +31,387.4% | +13,157.7% |
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