+2,335.3%
SIMO vs SCCO
+6,533.5%
-4,198.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.2% |
| 7D | +14.9% | +1.7% | +13.2% | +14.2% |
| 30D | -27.0% | -18.1% | -8.9% | -20.1% |
| 3M | -25.4% | -12.8% | -12.6% | -20.5% |
| 6M | -30.3% | -8.5% | -21.8% | -26.9% |
| YTD | +95.8% | +23.9% | +71.9% | +76.4% |
| 1Y | +100.0% | +30.0% | +70.1% | +76.8% |
| 3Y | +238.3% | +175.2% | +63.1% | +113.8% |
| 5Y | +187.6% | +249.4% | -61.8% | +57.0% |
| 10Y | +422.5% | +703.4% | -280.9% | +81.8% |
| All | +2,335.3% | +6,533.5% | -4,198.2% | +229.3% |
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