+30,770.3%
SCCO vs NYT
+591.2%
+30,179.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +8.1% | -9.6% | +17.7% | +10.6% |
| 6M | +4.1% | -14.0% | +18.1% | +8.0% |
| YTD | +41.1% | -2.8% | +44.0% | +40.3% |
| 1Y | +95.6% | +15.6% | +80.0% | +83.3% |
| 3Y | +179.3% | +56.3% | +122.9% | +133.1% |
| 5Y | +308.3% | +39.5% | +268.8% | +244.5% |
| 10Y | +1,090.2% | +488.0% | +602.2% | +488.8% |
| All | +30,770.3% | +591.2% | +30,179.0% | +13,548.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling