+2,198.9%
SIMO vs SCCO
+6,370.6%
-4,171.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.6% |
| 7D | +4.1% | -1.9% | +6.0% | +5.1% |
| 30D | -24.0% | -17.4% | -6.6% | -17.1% |
| 3M | -31.8% | -11.7% | -20.1% | -27.6% |
| 6M | -36.9% | -12.1% | -24.8% | -32.7% |
| YTD | +84.8% | +20.9% | +63.9% | +68.3% |
| 1Y | +99.0% | +31.3% | +67.6% | +75.2% |
| 3Y | +217.9% | +170.3% | +47.6% | +102.6% |
| 5Y | +171.5% | +240.8% | -69.3% | +49.9% |
| 10Y | +393.3% | +683.6% | -290.4% | +73.5% |
| All | +2,198.9% | +6,370.6% | -4,171.7% | +214.3% |
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