+1,237.1%
SMH vs SCCO
+34,199.5%
-32,962.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.2% | +4.8% | +0.2% |
| 7D | +1.4% | -2.7% | +4.1% | +2.3% |
| 30D | -2.2% | -0.2% | -2.0% | -2.6% |
| 3M | -1.9% | +17.8% | -19.6% | -7.8% |
| 6M | +41.0% | +2.3% | +38.8% | +38.7% |
| YTD | +55.6% | +41.6% | +14.0% | +34.8% |
| 1Y | +86.8% | +101.9% | -15.1% | +42.4% |
| 3Y | +277.7% | +186.2% | +91.5% | +149.5% |
| 5Y | +324.2% | +309.7% | +14.5% | +141.5% |
| 10Y | +1,828.6% | +1,094.2% | +734.3% | +636.1% |
| All | +1,237.1% | +34,199.5% | -32,962.4% | -4.0% |
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