+30,770.3%
SCCO vs NTRS
+2,557.4%
+28,212.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -2.7% | +1.4% | -4.0% | -3.4% |
| 30D | -0.7% | -0.7% | -0.1% | -0.6% |
| 3M | +8.1% | +11.3% | -3.2% | +2.5% |
| 6M | +4.1% | +35.5% | -31.4% | -10.0% |
| YTD | +41.1% | +40.6% | +0.5% | +19.5% |
| 1Y | +95.6% | +49.2% | +46.3% | +60.9% |
| 3Y | +179.3% | +167.2% | +12.0% | +71.2% |
| 5Y | +308.3% | +94.9% | +213.4% | +182.0% |
| 10Y | +1,090.2% | +259.5% | +830.8% | +495.2% |
| All | +30,770.3% | +2,557.4% | +28,212.9% | +8,547.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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