+6,614.6%
SMTC vs SCCO
+35,670.2%
-29,055.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.9% | +5.0% | +8.1% |
| 7D | +22.9% | +3.4% | +19.5% | +21.5% |
| 30D | +16.6% | +6.6% | +10.0% | +13.7% |
| 3M | +2.4% | +24.5% | -22.1% | -5.3% |
| 6M | +98.3% | +16.5% | +81.8% | +88.4% |
| YTD | +120.7% | +52.1% | +68.6% | +89.0% |
| 1Y | +168.3% | +114.2% | +54.1% | +102.7% |
| 3Y | +571.7% | +207.4% | +364.3% | +346.3% |
| 5Y | +114.0% | +353.7% | -239.7% | +22.6% |
| 10Y | +497.0% | +1,144.5% | -647.5% | +143.8% |
| All | +6,614.6% | +35,670.2% | -29,055.6% | +744.2% |
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