+7,788.2%
SHOP vs SCCO
+931.1%
+6,857.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.9% | -12.5% | -9.4% |
| 7D | -4.1% | +3.4% | -7.5% | -5.5% |
| 30D | -11.5% | +6.6% | -18.1% | -14.1% |
| 3M | +21.1% | +24.5% | -3.4% | +9.7% |
| 6M | +3.0% | +16.5% | -13.5% | -5.7% |
| YTD | -16.7% | +52.1% | -68.8% | -33.3% |
| 1Y | -8.3% | +114.2% | -122.5% | -36.3% |
| 3Y | +112.8% | +207.4% | -94.6% | +24.6% |
| 5Y | -9.3% | +353.7% | -363.0% | -54.8% |
| 10Y | +3,003.4% | +1,144.5% | +1,858.9% | +982.0% |
| All | +7,788.2% | +931.1% | +6,857.1% | +1,937.9% |
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