+1,872.3%
SGI vs SCCO
+8,595.1%
-6,722.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -5.3% | +13.8% | +10.8% |
| 30D | +0.7% | +2.7% | -2.0% | -0.8% |
| 3M | +0.6% | +4.2% | -3.6% | -2.4% |
| 6M | -17.9% | -0.6% | -17.3% | -19.3% |
| YTD | -21.2% | +45.0% | -66.2% | -34.3% |
| 1Y | -18.9% | +109.3% | -128.2% | -42.2% |
| 3Y | +52.6% | +180.8% | -128.1% | -7.7% |
| 5Y | +60.7% | +314.3% | -253.5% | -20.1% |
| 10Y | +278.1% | +1,083.3% | -805.2% | +20.2% |
| All | +1,872.3% | +8,595.1% | -6,722.8% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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