+27,005.3%
SCCO vs M
+244.5%
+26,760.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.0% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -18.1% | +7.0% | -25.1% | -19.7% |
| 3M | -12.8% | +3.1% | -16.0% | -13.9% |
| 6M | -8.5% | +33.5% | -42.0% | -15.8% |
| YTD | +23.9% | +13.4% | +10.5% | +18.1% |
| 1Y | +30.0% | +22.4% | +7.6% | +21.2% |
| 3Y | +175.2% | +150.9% | +24.3% | +100.6% |
| 5Y | +249.4% | -3.0% | +252.4% | +203.6% |
| 10Y | +703.4% | -9.1% | +712.4% | +470.0% |
| All | +27,005.3% | +244.5% | +26,760.8% | +11,001.5% |
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