-11.5%
SIRI vs SCCO
+33,197.0%
-33,208.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.4% | +3.3% |
| 7D | -3.0% | -2.7% | -0.3% | -2.4% |
| 30D | +1.3% | -0.2% | +1.5% | +1.0% |
| 3M | +5.6% | +17.8% | -12.1% | -0.6% |
| 6M | +35.2% | +2.3% | +32.9% | +31.2% |
| YTD | +49.1% | +41.6% | +7.5% | +29.0% |
| 1Y | +26.8% | +101.9% | -75.1% | -2.2% |
| 3Y | -23.7% | +186.2% | -209.8% | -48.0% |
| 5Y | -41.8% | +309.7% | -351.5% | -65.8% |
| 10Y | -11.3% | +1,094.2% | -1,105.5% | -64.8% |
| All | -11.5% | +33,197.0% | -33,208.5% | -91.8% |
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