+7,432.6%
SHW vs SCCO
+35,670.2%
-28,237.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -3.3% |
| 7D | -1.2% | +3.4% | -4.6% | -1.9% |
| 30D | -11.6% | +6.6% | -18.2% | -12.9% |
| 3M | +9.1% | +24.5% | -15.4% | +3.8% |
| 6M | -0.7% | +16.5% | -17.2% | -4.8% |
| YTD | +1.4% | +52.1% | -50.8% | -8.7% |
| 1Y | -12.3% | +114.2% | -126.4% | -26.6% |
| 3Y | +23.4% | +207.4% | -184.1% | -6.5% |
| 5Y | +15.0% | +353.7% | -338.7% | -21.5% |
| 10Y | +278.3% | +1,144.5% | -866.2% | +103.0% |
| All | +7,432.6% | +35,670.2% | -28,237.6% | +2,054.6% |
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