+504.7%
SCCO vs NTR
+97.9%
+406.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -1.9% |
| 30D | -0.7% | +16.8% | -17.5% | -8.3% |
| 3M | +8.1% | +20.7% | -12.7% | -2.4% |
| 6M | +4.1% | +0.5% | +3.6% | +1.7% |
| YTD | +41.1% | +29.2% | +11.9% | +20.0% |
| 1Y | +95.6% | +39.6% | +56.0% | +58.7% |
| 3Y | +179.3% | +37.9% | +141.4% | +122.8% |
| 5Y | +308.3% | +47.1% | +261.2% | +183.8% |
| All | +504.7% | +97.9% | +406.7% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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