+33,174.6%
SCCO vs SM
+1,207.2%
+31,967.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.6% | +1.3% | +4.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +6.6% | +31.5% | -24.9% | 0.0% |
| 3M | +24.5% | +17.3% | +7.2% | +18.6% |
| 6M | +16.5% | +48.5% | -32.0% | +3.2% |
| YTD | +52.1% | +106.3% | -54.1% | +24.1% |
| 1Y | +114.2% | +47.3% | +66.9% | +87.5% |
| 3Y | +207.4% | -1.4% | +208.9% | +186.1% |
| 5Y | +353.7% | +114.0% | +239.7% | +235.9% |
| 10Y | +1,144.5% | +12.5% | +1,132.0% | +542.7% |
| All | +33,174.6% | +1,207.2% | +31,967.4% | +9,665.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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