+35,423.7%
SCCO vs SBAC
+2,199.0%
+33,224.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +6.6% | +3.2% | +3.4% | +6.0% |
| 3M | +24.5% | -5.1% | +29.5% | +25.1% |
| 6M | +16.5% | -2.1% | +18.6% | +16.0% |
| YTD | +52.1% | -0.5% | +52.6% | +50.8% |
| 1Y | +114.2% | +1.1% | +113.0% | +111.6% |
| 3Y | +207.4% | -7.4% | +214.9% | +205.0% |
| 5Y | +353.7% | -44.3% | +398.1% | +383.1% |
| 10Y | +1,144.5% | +77.6% | +1,067.0% | +995.9% |
| All | +35,423.7% | +2,199.0% | +33,224.7% | +25,142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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