+310.9%
SCCO vs NYT
+38.8%
+272.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.5% |
| 30D | -0.7% | +4.6% | -5.3% | -1.9% |
| 3M | +8.1% | -9.6% | +17.7% | +10.2% |
| 6M | +4.1% | -14.0% | +18.1% | +7.4% |
| YTD | +41.1% | -2.8% | +44.0% | +40.0% |
| 1Y | +95.6% | +15.6% | +80.0% | +83.5% |
| 3Y | +179.3% | +56.3% | +122.9% | +132.5% |
| All | +310.9% | +38.8% | +272.1% | +221.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling